# EDGAR Filing Document

**Accession Number:** 0000811869
**File Stem:** 0000811869-26-000143
**Filing Date:** 2026-3
**Character Count:** 242196
**Document Hash:** 5f66a284cf9773ea8553acb1e44df6cf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000811869-26-000143.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0000811869-26-000143

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THRIVENT MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0000811869

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05075
- **FILM NUMBER:** 26807785

**BUSINESS ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211
- **BUSINESS PHONE:** 612-844-7190

**MAIL ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Thrivent Short-Term Bond Fund (Series ID: S000001367)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003648 | Class A      | LBLAX           |
| C000003650 | Class S      | THLIX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-05075

- **c. CIK number of Registrant:** 0000811869

- **d. LEI of Registrant:** 549300K3CUETFK7U3B57

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

  - **Street Address 1:** 901 Marquette Avenue

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55402-3211

  - **Telephone number:** 612-844-5168

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

- **a. Name of Series:** THRIVENT SHORT-TERM BOND FUND

- **b. EDGAR series identifier (if any):** S000001367

- **c. LEI of Series:** CF9DL8K7BN0275PLD516

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

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

- **b. Date as of which information is reported:** 2026-01-30

**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:** $1144453246.60

**Total Liabilities:** $32693989.18

**Net Assets:** $1111759257.42

**Delayed Delivery Securities:** $23776809.05

**Cash Not Reported:** $2089953.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1976.00000000 | **1-Year:** -64136.00000000 | **5-Year:** -113813.00000000 | **10-Year:** -15014.00000000 | **30-Year:** -38053.00000000

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

- **3-Month:** -8.00000000 | **1-Year:** -2660.00000000 | **5-Year:** -8865.00000000 | **10-Year:** -2490.00000000 | **30-Year:** -4794.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003648 | 0.48%                | 0.37%                | 0.34%                |
| Class ID C000003650 | 0.49%                | 0.38%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $372504.27               | $1488872.42                                |
| Month 2  | $1101142.47              | $-1488024.24                               |
| Month 3  | $252826.06               | $170769.73                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Custom US Limited Maturity Bond Fund benchmark

- **Index Identifier:** I38429US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY & CO                               | CBOT 2-Yr. U.S. Treasury Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       350 | NC      | $-145446.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO BANK NV                                  | ABN AMRO Bank NV                                                                               | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1900000 | PA      | $1926332.48   | 0.17%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                    | ACHV ABS Trust 2024-1PL                                                                        | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466099 | PA      | $468223.66    | 0.04%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                    | ACHV ABS Trust 2024-2PL                                                                        | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    814116 | PA      | $818518.01    | 0.07%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AGCO CORPORATION                                  | AGCO Corporation                                                                               | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1925216.71   | 0.17%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST                                        | ACRA Trust 2024-NQM1                                                                           | CUSIP: 00112EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3809321 | PA      | $3835662.39   | 0.35%             | 2064-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                         | Corebridge Global Funding                                                                      | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2602212.81   | 0.23%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND (INTL) LTD                        | ANZ New Zealand International, Ltd./London                                                     | CUSIP: 00182EBV0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |   1250000 | PA      | $1251143.08   | 0.11%             | 2029-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                | A&D Mortgage Trust 2023-NQM3                                                                   | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2227731 | PA      | $2244278.57   | 0.20%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                | A&D Mortgage Trust 2024-NQM4                                                                   | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-CBDO         | CORP              | US        |   2718280 | PA      | $2736597.05   | 0.25%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                        | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $741567.99    | 0.07%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                        | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1550000 | PA      | $1579417.37   | 0.14%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                        | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1665000 | PA      | $1708687.52   | 0.15%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                        | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1925000 | PA      | $1944866.50   | 0.17%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                        | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1150000 | PA      | $1146031.11   | 0.10%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING COMPANY LLC                         | AEGON Funding Company, LLC                                                                     | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1902438.54   | 0.17%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                               | Affirm Master Trust 2025-1A                                                                    | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4545265.95   | 0.41%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AFFIRM INC                                        | Affirm Asset Securitization Trust 2024-X2                                                      | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14331 | PA      | $14336.03     | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                        | Air Canada                                                                                     | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   3125000 | PA      | $3113149.38   | 0.28%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | Federal National Mortgage Association Conventional 15-Yr. Pass Through                         | CUSIP: 01F050429<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4225000 | PA      | $4272429.85   | 0.38%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial, Inc.                                                                           | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1078161.87   | 0.10%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group, Inc.                                                                             | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2001971.23   | 0.18%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group, Inc.                                                                             | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    635000 | PA      | $646240.42    | 0.06%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC               | American Electric Power Company, Inc.                                                          | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1293487.66   | 0.12%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC               | American Electric Power Company, Inc.                                                          | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1950388.05   | 0.18%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                          | American Express Company                                                                       | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023194.78   | 0.18%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                          | American Express Company                                                                       | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015683.53   | 0.09%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                          | American Express Company                                                                       | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    635000 | PA      | $652385.40    | 0.06%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                          | American Express Company                                                                       | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1928621.52   | 0.17%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                | American Honda Finance Corporation                                                             | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2137180.68   | 0.19%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                | American Honda Finance Corporation                                                             | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028709.86   | 0.18%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                | American Honda Finance Corporation                                                             | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2017632.54   | 0.18%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                          | American Homes 4 Rent, LP                                                                      | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    725000 | PA      | $734384.38    | 0.07%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                  | American International Group, Inc.                                                             | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1280289.20   | 0.12%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                        | American Tower Corporation                                                                     | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984496.29    | 0.09%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                        | American Tower Corporation                                                                     | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2107518.51   | 0.19%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen, Inc.                                                                                    | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1458730.79   | 0.13%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                              | Amphenol Corporation                                                                           | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2749498.24   | 0.25%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ANNISA CLO LTD                                    | Annisa CLO, Ltd. 2016-2A                                                                       | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2172362 | PA      | $2174104.46   | 0.20%             | 2031-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| APA CORP (US)                                     | APA Corporation                                                                                | CUSIP: 03743QAX6<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1895335.73   | 0.17%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                         | Apollo Debt Solutions BDC                                                                      | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2744352.69   | 0.25%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ARCHWEST MORTGAGE TRUST                           | Archwest Mortgage Trust 2025-RTL1                                                              | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3012069.60   | 0.27%             | 2040-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION                          | Ares Capital Corporation                                                                       | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1188636.67   | 0.11%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                        | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1624995.34   | 0.15%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                        | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1418809.74   | 0.13%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J. Gallagher & Company                                                                  | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1061872.67   | 0.10%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J. Gallagher & Company                                                                  | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1074179.10   | 0.10%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BANC-CORP                              | Associated Banc-Corp                                                                           | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1352762.78   | 0.12%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY LP                | Atlas Warehouse Lending Company, LP                                                            | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2686896.63   | 0.24%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                         | Auxilior Term Funding, LLC 2024-1A                                                             | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    309609 | PA      | $309963.76    | 0.03%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                         | AvalonBay Communities, Inc.                                                                    | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2751912.19   | 0.25%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                        | Aviation Capital Group, LLC                                                                    | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1282099.75   | 0.12%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                        | Aviation Capital Group, LLC                                                                    | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1904661.82   | 0.17%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC        | Avis Budget Rental Car Funding AESOP, LLC 2025-1A                                              | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1440000 | PA      | $1461342.82   | 0.13%             | 2029-08-20      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC        | Avis Budget Rental Car Funding AESOP, LLC 2025-4A                                              | CUSIP: 05377RLA0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6444598.55   | 0.58%             | 2032-02-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                       | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    601000 | PA      | $600169.26    | 0.05%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                       | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1214743.39   | 0.11%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                       | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1900000 | PA      | $1950241.62   | 0.18%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                   | BAE Systems plc                                                                                | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1565000 | PA      | $1583306.09   | 0.14%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                     | BAT International Finance plc                                                                  | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2989988.37   | 0.27%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                     | BAT International Finance plc                                                                  | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1994367.59   | 0.18%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                    | BNP Paribas SA                                                                                 | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1435211.32   | 0.13%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION               | Banc of America Funding Trust 2006-3                                                           | CUSIP: 058931AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    496444 | PA      | $497123.95    | 0.04%             | 2036-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION               | Banc of America Funding Trust 2004-D                                                           | CUSIP: 05946XND1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    176321 | PA      | $179047.96    | 0.02%             | 2035-01-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                             | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1000393.47   | 0.09%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                             | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2036467.84   | 0.18%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                             | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1401173.66   | 0.13%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corporation                                                                    | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3463326.20   | 0.31%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                                                               | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2250000 | PA      | $2257734.58   | 0.20%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                  | Bank of New York Mellon Corporation                                                            | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1324014.16   | 0.12%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                  | Bank of New York Mellon Corporation                                                            | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1098997.92   | 0.10%             | 2030-01-22      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                               | Bank of New Zealand                                                                            | CUSIP: 06407EAG0<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   3200000 | PA      | $3255915.39   | 0.29%             | 2028-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia                                                                            | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2012121.42   | 0.18%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia                                                                            | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1950000 | PA      | $1951102.00   | 0.18%             | 2028-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia                                                                            | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $951793.86    | 0.09%             | 2030-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                        | BANK 2018-BN13                                                                                 | CUSIP: 06539LBE9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2486689.00   | 0.22%             | 2061-08-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                        | BANK 2019-BN17                                                                                 | CUSIP: 065403BA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2005854 | PA      | $1993585.45   | 0.18%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA             | Banque Federative du Credit Mutuel SA                                                          | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2494222.13   | 0.22%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays plc                                                                                   | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1972044.22   | 0.18%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays plc                                                                                   | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1927319.57   | 0.17%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays plc                                                                                   | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $966243.90    | 0.09%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays plc                                                                                   | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1922024.69   | 0.17%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays plc                                                                                   | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1937085.44   | 0.17%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST       | Bear Stearns ARM Trust 2005-9                                                                  | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80721 | PA      | $77986.14     | 0.01%             | 2035-10-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                      | Becton, Dickinson and Company                                                                  | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2279772.18   | 0.21%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD                                 | Bellemeade Re, Ltd. 2025-1                                                                     | CUSIP: 07876NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1762243 | PA      | $1764259.31   | 0.16%             | 2035-10-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                    | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1155887.18   | 0.10%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                    | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1909113.24   | 0.17%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                   | Blackstone Secured Lending Fund                                                                | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2118121.36   | 0.19%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                   | Blackstone Secured Lending Fund                                                                | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1956667.14   | 0.18%             | 2031-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO LLC                     | Blackstone Reg Finance Company, LLC                                                            | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1394439.19   | 0.13%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                       | Blue Owl Credit Income Corporation                                                             | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1955198.82   | 0.18%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                    | BNP Paribas SA                                                                                 | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1425000 | PA      | $1441721.79   | 0.13%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Company                                                                                 | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499572.03   | 0.22%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Company                                                                                 | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1128190.95   | 0.10%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                              | Boston Properties, LP                                                                          | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2500000.00   | 0.22%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                    | BP Capital Markets America, Inc.                                                               | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    950000 | PA      | $969809.98    | 0.09%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom, Inc.                                                                                 | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2730169.20   | 0.25%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom, Inc.                                                                                 | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2038852.16   | 0.18%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom, Inc.                                                                                 | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2342853.23   | 0.21%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown, Inc.                                                                            | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1282541.45   | 0.12%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| BUNGE FINANCE LTD CORP                            | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2705766.58   | 0.24%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE LTD CORP                            | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2119043.57   | 0.19%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE LTD                     | CAFL Issuer, LLC 2021-RTL1                                                                     | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2796544 | PA      | $2655592.01   | 0.24%             | 2029-03-28      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                  | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2149427.25   | 0.19%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CFST MORTGAGE TRUST                               | CFST Mortgage Trust 2025-RTL1                                                                  | CUSIP: 12532GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1525000 | PA      | $1543337.06   | 0.14%             | 2030-10-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                              | CHNGE Mortgage Trust 2022-2                                                                    | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4474488 | PA      | $4425433.02   | 0.40%             | 2067-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                              | CHNGE Mortgage Trust 2023-1                                                                    | CUSIP: 12547QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1552687 | PA      | $1548113.63   | 0.14%             | 2058-03-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                       | Cigna Group                                                                                    | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2592083.94   | 0.23%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK & TRUST CO                    | First-Citizens Bank & Trust Company                                                            | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2121802.56   | 0.19%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                  | COLT Mortgage Loan Trust 2021-5                                                                | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3518568 | PA      | $3243829.74   | 0.29%             | 2066-11-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                      | Credit Suisse Mortgage Capital Certificates 2021-NQM8                                          | CUSIP: 12659FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3873587 | PA      | $3422800.19   | 0.31%             | 2066-10-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corporation                                                                         | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2588701.58   | 0.23%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                | Countrywide Alternative Loan Trust 2005-49CB                                                   | CUSIP: 12668AMF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     84813 | PA      | $53190.30     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                | Countrywide Alternative Loan Trust 2005-85CB                                                   | CUSIP: 12668BEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81907 | PA      | $64668.25     | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                   | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1900000 | PA      | $1919873.26   | 0.17%             | 2029-07-03      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS CO                                      | Campbell's Company                                                                             | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    630000 | PA      | $631017.23    | 0.06%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | Canadian Imperial Bank of Commerce                                                             | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1931635.86   | 0.17%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | Canadian Imperial Bank of Commerce                                                             | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1904850.43   | 0.17%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                 | Capital One Financial Corporation                                                              | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1937042.93   | 0.17%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | Cargill, Inc.                                                                                  | CUSIP: 141781CE2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    900000 | PA      | $913572.75    | 0.08%             | 2028-02-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CARGILL INC                                       | Cargill, Inc.                                                                                  | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1143842.14   | 0.10%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES                  | Carlyle Global Market Strategies CLO, Ltd. 2015-5A                                             | CUSIP: 14312JBQ4<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-O            | CORP              | KY        |   3900000 | PA      | $3902121.60   | 0.35%             | 2032-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO LTD                                    | CarVal CLO I, Ltd. 2018-1A                                                                     | CUSIP: 146865AL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4200000 | PA      | $4206027.00   | 0.38%             | 2031-07-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO LTD                                    | CarVal CLO III, Ltd. 2019-2A                                                                   | CUSIP: 14686WAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5500000 | PA      | $5509399.50   | 0.50%             | 2032-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                               | Centene Corporation                                                                            | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2982163.80   | 0.27%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                               | Centene Corporation                                                                            | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1754637.95   | 0.16%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC              | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2740223.39   | 0.25%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC              | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1802243.41   | 0.16%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                | Chase Home Lending Mortgage Trust 2024-10                                                      | CUSIP: 16159YAB6<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-CBDO         | CORP              | US        |   3229854 | PA      | $3243858.57   | 0.29%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP                       | Chase Mortgage Finance Trust Series 2007-A2                                                    | CUSIP: 16163LAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1098426 | PA      | $1116958.80   | 0.10%             | 2037-07-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| CHENANGO PARK CLO LTD                             | Chenango Park CLO, Ltd. 2018-1A                                                                | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4000000 | PA      | $4006428.00   | 0.36%             | 2030-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                       | Cheniere Energy Partners, LP                                                                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4015364.92   | 0.36%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                              | CHNGE Mortgage Trust 2023-2                                                                    | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2329036 | PA      | $2331165.81   | 0.21%             | 2058-06-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                              | CHNGE Mortgage Trust 2023-3                                                                    | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2284547 | PA      | $2293445.33   | 0.21%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                              | CHNGE Mortgage Trust 2022-1                                                                    | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3299719 | PA      | $3203940.53   | 0.29%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                        | Citadel, LP                                                                                    | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2658126.20   | 0.24%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC            | Citadel Securities Global Holdings, LLC                                                        | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    635000 | PA      | $652467.26    | 0.06%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1130251.35   | 0.10%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1738231.58   | 0.16%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                                                | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2602093.86   | 0.23%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                 | Citigroup Mortgage Loan Trust, Inc. 2006-AR1                                                   | CUSIP: 17307G3F3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    439306 | PA      | $424575.10    | 0.04%             | 2036-03-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                            | Citigroup Capital XIII, 10.299%                                                                | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     54000 | NS      | $1619460.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                       | Citibank NA                                                                                    | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2165168.51   | 0.19%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                      | Citizens Financial Group, Inc.                                                                 | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1589434.37   | 0.14%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                  | COLT Mortgage Loan Trust 2024-INV3                                                             | CUSIP: 196919AA2<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-CBDO         | CORP              | US        |   3347564 | PA      | $3372356.95   | 0.30%             | 2069-09-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC            | Columbia Pipelines Holding Company, LLC                                                        | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1588021.12   | 0.14%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC            | Columbia Pipelines Holding Company, LLC                                                        | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1312451.91   | 0.12%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                             | Thrivent Cash Management Trust                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  15091832 | NS      | $15091832.00  | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2017-AGS                                                         | CUSIP: 20267VAA5<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |     92514 | PA      | $89076.51     | 0.01%             | 2041-05-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2018-AGS                                                         | CUSIP: 20269DAB1<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |    386135 | PA      | $382228.95    | 0.03%             | 2044-02-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)  | Commonwealth Bank of Australia/New York, NY                                                    | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $749002.94    | 0.07%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                | Conagra Brands, Inc.                                                                           | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2788347.60   | 0.25%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC               | Constellation Energy Generation, LLC                                                           | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1958822.02   | 0.18%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC               | Constellation Energy Generation, LLC                                                           | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    850000 | PA      | $847983.04    | 0.08%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                         | Continental Resources, Inc.                                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4777088.40   | 0.43%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                          | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991230.66   | 0.18%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                        | COPT Defense Properties, LP                                                                    | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548805.94    | 0.05%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                          | Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US, LLC                      | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $506091.63    | 0.05%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                             | Cousins Properties, LP                                                                         | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1795688.32   | 0.16%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                             | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1275000 | PA      | $1341654.02   | 0.12%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                             | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2015103.30   | 0.18%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                             | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1224311.74   | 0.11%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                   | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5650000 | PA      | $5650000.00   | 0.51%             | 2027-02-02      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                   | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1900000 | PA      | $1937470.83   | 0.17%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                                         | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    810000 | PA      | $194400.00    | 0.02%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                              | Cross Mortgage Trust 2026-NQM1                                                                 | CUSIP: 22758EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4499680.05   | 0.40%             | 2061-02-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                              | Cross Mortgage Trust 2025-H5                                                                   | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2728089 | PA      | $2759596.72   | 0.25%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle, Inc.                                                                             | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1279106.53   | 0.12%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle, Inc.                                                                             | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1779867.02   | 0.16%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                | DTE Energy Company                                                                             | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1590355.58   | 0.14%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                | DTE Energy Company                                                                             | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2126330.16   | 0.19%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC           | Daimler Truck Finance North America, LLC                                                       | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1281129.40   | 0.12%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                            | Darden Restaurants, Inc.                                                                       | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010589.42   | 0.18%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST              | Deephaven Residential Mortgage Trust 2021-4                                                    | CUSIP: 24381JAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4219898 | PA      | $3768686.96   | 0.34%             | 2066-11-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST              | Deephaven Residential Mortgage Trust 2022-1                                                    | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3994964 | PA      | $3762692.62   | 0.34%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| DEERE FUNDING CANADA CORP                         | Deere Funding Canada Corporation                                                               | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2595158.64   | 0.23%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| DELL INTERNATIONAL LLC                            | Dell International, LLC/EMC Corporation                                                        | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1926850.95   | 0.17%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                               | Delta Air Lines, Inc.                                                                          | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1932557.91   | 0.17%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                               | Delta Air Lines, Inc.                                                                          | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    630000 | PA      | $645108.20    | 0.06%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DENSO CORPORATION                                 | Denso Corporation                                                                              | CUSIP: 24872BAC4<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |   2250000 | PA      | $2246665.66   | 0.20%             | 2030-09-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1322558.52   | 0.12%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1450000 | PA      | $1466948.44   | 0.13%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy, Inc.                                                                       | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1267300.96   | 0.11%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                    | Capital One NA                                                                                 | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2242739.79   | 0.20%             | 2028-08-09      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPECIAL OPPORTUNITIES FUND LP          | Drawbridge Special Opportunities Fund, LP/Drawbridge Special Opportunities Finance Corporation | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2671815.41   | 0.24%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                           | Dryden 61 CLO, Ltd. 2018-61A                                                                   | CUSIP: 26251CBE3<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-O            | CORP              | KY        |   3250000 | PA      | $3257263.75   | 0.29%             | 2032-01-17      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                           | Dryden 72 CLO, Ltd. 2019-72A                                                                   | CUSIP: 26252NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1900000 | PA      | $1903154.00   | 0.17%             | 2032-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                         | Duke Energy Carolinas, LLC                                                                     | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2057758.86   | 0.19%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                 | EOG Resources, Inc.                                                                            | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    635000 | PA      | $642511.81    | 0.06%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance, LLC                                                                          | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1282057.71   | 0.12%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                    | EPR Properties                                                                                 | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3154302.31   | 0.28%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                          | Eagle Funding Luxco SARL                                                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1575000 | PA      | $1599916.50   | 0.14%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                          | Eastman Chemical Company                                                                       | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1072801.58   | 0.10%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDUCATION FUNDING TRUST                           | Education Funding Trust 2020-A                                                                 | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    779810 | PA      | $750322.45    | 0.07%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge, Inc.                                                                                 | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1926829.48   | 0.17%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer, LP                                                                            | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1269864.46   | 0.11%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer, LP                                                                            | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1958412.38   | 0.18%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC        | Equinix Europe 2 Financing Corporation, LLC                                                    | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3514117.18   | 0.32%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL INC                         | Evergy Kansas Central, Inc.                                                                    | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1114441.32   | 0.10%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                              | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1950270.64   | 0.18%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                | Exelon Corporation                                                                             | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1303997.03   | 0.12%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms, Inc.                                                                           | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4092634.47   | 0.37%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                                                             | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1308875.35   | 0.12%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE         | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385TH9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $199594.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | Federal National Mortgage Association Discount Notes                                           | CUSIP: 313589TT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $199381.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | Federal National Mortgage Association Discount Notes                                           | CUSIP: 313589UK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $199062.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | Federal National Mortgage Association - REMIC 2024-76                                          | CUSIP: 3136BTNH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2239273 | PA      | $2225101.32   | 0.20%             | 2053-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | Federal National Mortgage Association - REMIC 2025-69                                          | CUSIP: 3136BWC53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   4616143 | PA      | $4657977.04   | 0.42%             | 2051-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION            | Federal Home Loan Mortgage Corporation - REMIC 5417                                            | CUSIP: 3137HDEN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    554454 | PA      | $555746.04    | 0.05%             | 2049-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3138EKPQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37109 | PA      | $38175.38     | 0.00%             | 2043-01-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY INC                 | FedEx Freight Holding Company, Inc.                                                            | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3148284.79   | 0.28%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                               | Fifth Third Bank NA                                                                            | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1399839.92   | 0.13%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK (MEMPHIS)                      | First Horizon Bank                                                                             | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |   2499000 | PA      | $2576754.74   | 0.23%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                              | FirstKey Homes Trust 2021-SFR1                                                                 | CUSIP: 33767WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $443343.92    | 0.04%             | 2038-08-17      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv, Inc.                                                                                   | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1947287.73   | 0.18%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv, Inc.                                                                                   | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1920794.66   | 0.17%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv, Inc.                                                                                   | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3180914.05   | 0.29%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                           | Flagstar Mortgage Trust 2021-9INV                                                              | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1919459 | PA      | $1753812.87   | 0.16%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                     | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1901409.75   | 0.17%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                     | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1156484.67   | 0.10%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                     | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2519715.15   | 0.23%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS LLC                      | Fortitude Group Holdings, LLC                                                                  | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2593076.55   | 0.23%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                          | Foundation Finance Trust 2021-1A                                                               | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    743411 | PA      | $709851.47    | 0.06%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                          | Foundation Finance Trust 2023-2A                                                               | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2524936 | PA      | $2633518.09   | 0.24%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco, LLC                                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4142388.68   | 0.37%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CORP                         | Franklin BSP Capital Corporation                                                               | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1964794.46   | 0.18%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                  | GATX Corporation                                                                               | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1267433.45   | 0.11%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                        | GCAT Trust 2021-NQM6                                                                           | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3572977 | PA      | $3291105.62   | 0.30%             | 2066-08-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORPORATION LOAN TRUST              | GMAC Mortgage Corporation Loan Trust 2005-HE1                                                  | CUSIP: 361856EB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12189 | PA      | $5641.14      | 0.00%             | 2035-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST                            | GSAA Home Equity Trust 2004-4                                                                  | CUSIP: 36228F4K9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86696 | PA      | $159506.93    | 0.01%             | 2034-05-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST                            | GSAA Home Equity Trust 2004-10                                                                 | CUSIP: 36242DNF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920881 | PA      | $854092.72    | 0.08%             | 2034-08-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST               | GS Mortgage-Backed Securities Trust 2020-NQM1                                                  | CUSIP: 36259WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    192197 | PA      | $183192.16    | 0.02%             | 2060-09-27      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                             | GSK Consumer Healthcare Capital US, LLC                                                        | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1887921.26   | 0.17%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST               | GS Mortgage-Backed Securities Trust 2025-PJ10                                                  | CUSIP: 36273MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2791884 | PA      | $2784300.56   | 0.25%             | 2056-04-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST               | GS Mortgage-Backed Securities Trust 2025-DSC2                                                  | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-CBDO         | CORP              | US        |   3168682 | PA      | $3182379.98   | 0.29%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                        | GCAT Trust 2024-INV4                                                                           | CUSIP: 367919AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2113077 | PA      | $2132266.48   | 0.19%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                               | General Electric Company                                                                       | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1283677.34   | 0.12%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                 | General Mills, Inc.                                                                            | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1969455.26   | 0.18%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Company                                                                         | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1435313.82   | 0.13%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC              | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2606821.33   | 0.23%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC              | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    950000 | PA      | $965229.54    | 0.09%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC              | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1933336.55   | 0.17%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC              | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1937402.72   | 0.17%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                               | Georgia-Pacific, LLC                                                                           | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1440006.11   | 0.13%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                             | Georgia Power Company                                                                          | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1928373.19   | 0.17%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding, LLC                                                                          | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1572036.63   | 0.14%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                       | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2011467.97   | 0.18%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                       | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1133057.19   | 0.10%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                       | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2048877.44   | 0.18%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                       | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2488941.85   | 0.22%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                       | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1911860.86   | 0.17%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                       | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988968.00   | 0.18%             | 2026-05-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                       | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1901319.06   | 0.17%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS BDC INC                             | Goldman Sachs BDC, Inc.                                                                        | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    950000 | PA      | $969095.62    | 0.09%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                            | Goldman Sachs Bank USA/New York, NY                                                            | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1902901.83   | 0.17%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                 | Goldman Sachs Private Credit Corporation                                                       | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763938.79    | 0.07%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| HCA INC                                           | HCA, Inc.                                                                                      | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2445290.14   | 0.22%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings plc                                                                              | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2150000 | PA      | $2188923.32   | 0.20%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings plc                                                                              | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1268675.46   | 0.11%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                      | HSBC USA, Inc.                                                                                 | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2564218.68   | 0.23%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                        | HPS Corporate Lending Fund                                                                     | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1432316.45   | 0.13%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                        | HPS Corporate Lending Fund                                                                     | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1789479.04   | 0.16%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                     | Healthcare Realty Holdings, LP                                                                 | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1066873.39   | 0.10%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HELMERICH AND PAYNE INC                           | Helmerich & Payne, Inc.                                                                        | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2722582.10   | 0.24%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| HERTZ VEHICLE FINANCING LLC                       | Hertz Vehicle Financing III, LLC 2024-1A                                                       | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2533000 | PA      | $2582115.12   | 0.23%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                       | Hertz Vehicle Financing III, LLC 2025-1A                                                       | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   4135000 | PA      | $4195181.20   | 0.38%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                       | Hertz Vehicle Financing III, LLC 2025-3A                                                       | CUSIP: 42806MDC0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2433697.20   | 0.22%             | 2029-12-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                     | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651932.24    | 0.06%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                     | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2587257.53   | 0.23%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                               | Highwoods Realty, LP                                                                           | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1744697.18   | 0.16%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                             | Amrize Finance US, LLC                                                                         | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    965000 | PA      | $978596.87    | 0.09%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST                    | Home Partners of America Trust 2021-2                                                          | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3670071 | PA      | $3600672.33   | 0.32%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HOME OWNER MORTGAGE ENHANCED SECURITIES LTD       | HOMES Trust 2026-INV1                                                                          | CUSIP: 43761FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4504899.60   | 0.41%             | 2060-08-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts, LP                                                                      | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1603522.14   | 0.14%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                              | Howmet Aerospace, Inc.                                                                         | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1848080.56   | 0.17%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK (THE)                    | Huntington Bank Auto Credit-Linked Notes 2024-2                                                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    397343 | PA      | $401633.13    | 0.04%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                 | Hyatt Hotels Corporation                                                                       | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2894296.35   | 0.26%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                        | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1232362.75   | 0.11%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                        | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1926122.02   | 0.17%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                        | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2248717.72   | 0.20%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                      | Hyundai Capital Services, Inc.                                                                 | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   1250000 | PA      | $1249397.43   | 0.11%             | 2026-02-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| ILLUMINA INC                                      | Illumina, Inc.                                                                                 | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002462.07   | 0.09%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                       | Imperial Brands Finance plc                                                                    | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1425000 | PA      | $1437776.22   | 0.13%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                                   | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1992968.98   | 0.18%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                                   | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2000957.06   | 0.18%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                                   | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1900000 | PA      | $1930358.16   | 0.17%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                | Ingersoll Rand, Inc.                                                                           | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516898.85    | 0.05%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP              | International Business Machines Corporation                                                    | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2537188.23   | 0.23%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP              | International Business Machines Corporation                                                    | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2602206.23   | 0.23%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC            | International Flavors & Fragrances, Inc.                                                       | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    326000 | PA      | $313638.90    | 0.03%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                          | J.P. Morgan Mortgage Trust 2006-A1                                                             | CUSIP: 466247E74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115719 | PA      | $78843.22     | 0.01%             | 2036-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LOAN TRUST                  | J.P. Morgan Alternative Loan Trust 2006-A1                                                     | CUSIP: 46627MCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    219376 | PA      | $163090.09    | 0.01%             | 2036-03-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                         | Jabil, Inc.                                                                                    | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504063.94   | 0.14%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1720829.49   | 0.15%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1884880.81   | 0.17%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2789546.49   | 0.25%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Company                                                                       | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2686464.20   | 0.24%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Company                                                                       | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748024.48    | 0.07%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                          | J.P. Morgan Mortgage Trust 2025-12MPR                                                          | CUSIP: 46660LAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    729808 | PA      | $730679.50    | 0.07%             | 2056-06-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Company                                                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998261.20   | 0.18%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| KKR STATIC CLO I LTD                              | KKR Static CLO I, Ltd. 2022-1A                                                                 | CUSIP: 48255QAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1363521 | PA      | $1362864.98   | 0.12%             | 2031-07-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| KKR STATIC CLO I LTD                              | KKR Static CLO I, Ltd. 2022-1A                                                                 | CUSIP: 48255QAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3250000 | PA      | $3240588.00   | 0.29%             | 2031-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper, Inc.                                                                         | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2527221.58   | 0.23%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                           | KeyCorp                                                                                        | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2561410.95   | 0.23%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| KEYCORP CAPITAL I                                 | KeyCorp Capital I                                                                              | CUSIP: 49326MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2708751.02   | 0.24%             | 2028-07-01      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan, Inc.                                                                            | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1339043.15   | 0.12%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan, Inc.                                                                            | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1810321.94   | 0.16%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Company                                                                      | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3488665.71   | 0.31%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                              | LHOME Mortgage Trust 2023-RTL4                                                                 | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1944885 | PA      | $1947470.33   | 0.18%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                              | LHOME Mortgage Trust 2024-RTL2                                                                 | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3532089.75   | 0.32%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings, Inc.                                                                             | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1635766.86   | 0.15%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1593729.49   | 0.14%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1638101.02   | 0.15%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                     | Lendbuzz Securitization Trust 2025-1A                                                          | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200608 | PA      | $1204477.07   | 0.11%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                  | Lincoln Financial Global Funding                                                               | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031479.70   | 0.09%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group plc                                                                       | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $959413.45    | 0.09%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group plc                                                                       | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1994534.18   | 0.18%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group plc                                                                       | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1875000 | PA      | $1899320.78   | 0.17%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group plc                                                                       | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1527204.24   | 0.14%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                              | M&T Bank Corporation                                                                           | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1718795.58   | 0.15%             | 2026-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                        | MFA Trust 2022-CHM1                                                                            | CUSIP: 552758AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3628302 | PA      | $3594954.17   | 0.32%             | 2056-09-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                        | MFA Trust 2025-NQM4                                                                            | CUSIP: 55287RAC2<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-CBDO         | CORP              | US        |   3848184 | PA      | $3878869.53   | 0.35%             | 2070-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX, LP                                                                                       | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1297612.32   | 0.12%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                 | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1829000 | PA      | $1921305.97   | 0.17%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                 | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1316230.41   | 0.12%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD                          | Madison Park Funding XXIV, Ltd. 2016-24A                                                       | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    109284 | PA      | $109388.03    | 0.01%             | 2029-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD                          | Madison Park Funding XXXIX, Ltd. 2021-39A                                                      | CUSIP: 55821LAL8<br>LEI: 254900K0MU6TXERK4I83 | Long             | ABS-O            | CORP              | KY        |   5500000 | PA      | $5517341.50   | 0.50%             | 2034-10-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $1003528.71   | 0.09%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO LTD                                  | Marathon CLO, Ltd. 2021-16A                                                                    | CUSIP: 56580KAW5<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-O            | CORP              | KY        |   3750000 | PA      | $3751785.00   | 0.34%             | 2034-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars, Inc.                                                                                     | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1520058.68   | 0.14%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                      | MassMutual Global Funding II                                                                   | CUSIP: 57629W5B2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1943125.23   | 0.17%             | 2029-01-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                        | MFA Trust 2024-NPL1                                                                            | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1897326 | PA      | $1900225.34   | 0.17%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                             | McDonald's Corporation                                                                         | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1326687.99   | 0.12%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                             | McDonald's Corporation                                                                         | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1930146.77   | 0.17%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                          | Met Tower Global Funding                                                                       | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004243.46   | 0.18%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                | Metropolitan Life Global Funding I                                                             | CUSIP: 59217GFQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1965855.92   | 0.18%             | 2028-09-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                        | MFA Trust 2024-RTL1                                                                            | CUSIP: 59319NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3759883.50   | 0.34%             | 2029-02-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                 | Microchip Technology, Inc.                                                                     | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $665123.03    | 0.06%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1925000 | PA      | $1932615.01   | 0.17%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                        | Mizuho Financial Group, Inc.                                                                   | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2225000 | PA      | $2252101.99   | 0.20%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONIC TECHNOLOGIES LLC                 | Molex Electronic Technologies, LLC                                                             | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1672726.98   | 0.15%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                                         | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1935597.51   | 0.17%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                                         | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1856850.66   | 0.17%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                 | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3065916.57   | 0.28%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                 | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    785000 | PA      | $809230.02    | 0.07%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                 | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1910347.80   | 0.17%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                 | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2697944.71   | 0.24%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT LENDING FUND                | Morgan Stanley Direct Lending Fund                                                             | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2914371.53   | 0.26%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                                       | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1891277 | PA      | $1913706.98   | 0.17%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8                                       | CUSIP: 61779QAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2462258 | PA      | $2472241.47   | 0.22%             | 2070-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST    | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1                                       | CUSIP: 61780XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2500274.50   | 0.22%             | 2070-12-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                                       | CUSIP: 617948AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2878173 | PA      | $2899955.94   | 0.26%             | 2070-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO/THE                                     | Mosaic Company                                                                                 | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2758508.53   | 0.25%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                        | NBN Company, Ltd.                                                                              | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   1300000 | PA      | $1301267.57   | 0.12%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                        | NBN Company, Ltd.                                                                              | CUSIP: 62878U2K7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   1450000 | PA      | $1442808.06   | 0.13%             | 2030-09-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                           | NYMT Loan Trust 2024-INV1                                                                      | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-CBDO         | CORP              | US        |   2157262 | PA      | $2172124.08   | 0.20%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                           | NYMT Loan Trust 2025-INV2                                                                      | CUSIP: 62957JAF8<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-CBDO         | CORP              | US        |   2715402 | PA      | $2725794.78   | 0.25%             | 2060-10-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                           | National Bank of Canada                                                                        | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2717305.25   | 0.24%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                           | National Bank of Canada                                                                        | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1403033.60   | 0.13%             | 2029-01-20      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| NATIONAL COLLEGIATE                               | National Collegiate Trust 2007-A                                                               | CUSIP: 63543YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298744 | PA      | $292928.47    | 0.03%             | 2031-05-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                         | National Fuel Gas Company                                                                      | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1654997.10   | 0.15%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | National Rural Utilities Cooperative Finance Corporation                                       | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1934074.39   | 0.17%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | National Rural Utilities Cooperative Finance Corporation                                       | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1928888.95   | 0.17%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group plc                                                                              | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1251709.86   | 0.11%             | 2027-03-02      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                               | NatWest Markets plc                                                                            | CUSIP: 63906YAT5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2750000 | PA      | $2757297.62   | 0.25%             | 2028-11-06      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                        | Navient Student Loan Trust 2022-BA                                                             | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900879 | PA      | $1867183.83   | 0.17%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER COMPANY                              | Nevada Power Company                                                                           | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1289282.55   | 0.12%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                      | New York Life Global Funding                                                                   | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1940918.95   | 0.17%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                      | New York Life Global Funding                                                                   | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2574143.80   | 0.23%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL HOLDINGS INC               | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1289588.73   | 0.12%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC               | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1649706.59   | 0.15%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource, Inc.                                                                                 | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508555.09   | 0.14%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                               | Nomura Holdings, Inc.                                                                          | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1476888.14   | 0.13%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                               | Nomura Holdings, Inc.                                                                          | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2700000 | PA      | $2755105.14   | 0.25%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                | Northwestern Mutual Global Funding                                                             | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1940113.60   | 0.17%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                        | AMSR Trust 2021-SFR4                                                                           | CUSIP: 66982FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5881597.80   | 0.53%             | 2038-12-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| OZLM LTD                                          | OZLM XIV, Ltd. 2015-14A                                                                        | CUSIP: 67110HCC0<br>LEI: 549300Y1XB6AVMQY8652 | Long             | ABS-O            | CORP              | KY        |   3600000 | PA      | $3610440.00   | 0.32%             | 2038-01-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| OZLM LTD                                          | OZLM XVII, Ltd. 2017-17A                                                                       | CUSIP: 67111NAW4<br>LEI: 549300EERMFPZ487P195 | Long             | ABS-O            | CORP              | KY        |   5200000 | PA      | $5197171.20   | 0.47%             | 2030-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                           | NYMT Loan Trust 2024-BPL2                                                                      | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2524494.25   | 0.23%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                          | OBX Trust 2025-NQM15                                                                           | CUSIP: 67122CAF2<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-CBDO         | CORP              | US        |   1296314 | PA      | $1306093.50   | 0.12%             | 2065-07-27      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                          | OBX Trust 2026-NQM2                                                                            | CUSIP: 67123VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1751606.85   | 0.16%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                    | Omega Healthcare Investors, Inc.                                                               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1271000.71   | 0.11%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK, Inc.                                                                                    | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010423.49   | 0.09%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK, Inc.                                                                                    | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038536.42   | 0.09%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK, Inc.                                                                                    | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007127.52   | 0.18%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                | Oracle Corporation                                                                             | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1904860.81   | 0.17%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                | Oracle Corporation                                                                             | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1598608.12   | 0.14%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                | Oracle Corporation                                                                             | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1611095.82   | 0.14%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                | Oracle Corporation                                                                             | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1268935.54   | 0.11%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                         | Orange SA                                                                                      | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $950508.53    | 0.09%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BLUE OWL TECHNOLOGY FINANCE CORP                  | Blue Owl Technology Finance Corporation                                                        | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3065969.21   | 0.28%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                       | Blue Owl Credit Income Corporation                                                             | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1098452.51   | 0.10%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION II                   | Blue Owl Capital Corporation II                                                                | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1280035.29   | 0.12%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                  | Blue Owl Technology Finance Corporation                                                        | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1770255.82   | 0.16%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES GROUP INC (THE)            | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2461366.38   | 0.22%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)            | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1630391.98   | 0.15%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)            | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1273092.39   | 0.11%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                       | PNC Bank NA                                                                                    | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1913126.97   | 0.17%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                  | PRPM, LLC 2024-RCF1                                                                            | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2318163 | PA      | $2295266.23   | 0.21%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PPM CLO 2 LTD                                     | PPM CLO 2, Ltd. 2019-2A                                                                        | CUSIP: 69377PAU8<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-O            | CORP              | KY        |   6250000 | PA      | $6254137.50   | 0.56%             | 2037-04-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                  | PRPM, LLC 2025-8                                                                               | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1855408 | PA      | $1868447.25   | 0.17%             | 2030-10-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST             | PRPM Trust 2026-RCF1                                                                           | CUSIP: 69383VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2453892.07   | 0.22%             | 2056-01-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC              | PRET, LLC 2025-NPL2                                                                            | CUSIP: 69392JAA7<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |   1803534 | PA      | $1806920.32   | 0.16%             | 2055-03-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC              | PRET Trust 2025-RPL2                                                                           | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2760384 | PA      | $2703299.17   | 0.24%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                  | PRPM, LLC 2025-5                                                                               | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3812292 | PA      | $3813312.30   | 0.34%             | 2030-07-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC              | PRET, LLC 2026-NPL2                                                                            | CUSIP: 69393DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3775000 | PA      | $3777058.89   | 0.34%             | 2056-02-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                    | Pagaya AI Debt Grantor Trust 2024-11                                                           | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2667864 | PA      | $2681894.11   | 0.24%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                    | Pagaya AI Debt Grantor Trust 2024-8                                                            | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    838534 | PA      | $842033.53    | 0.08%             | 2032-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                    | Pagaya AI Debt Grantor Trust 2025-3                                                            | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2973810 | PA      | $3001331.21   | 0.27%             | 2032-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                    | Pagaya AI Debt Grantor Trust and Pagaya AI Debt Trust 2024-6                                   | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2643707 | PA      | $2654429.72   | 0.24%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                    | Pagaya AI Debt Grantor Trust 2025-6                                                            | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3204527.36   | 0.29%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PALISADES MORTGAGE LOAN TRUST                     | Palisades Mortgage Loan Trust 2021-RTL1                                                        | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    560346 | PA      | $559723.18    | 0.05%             | 2026-06-25      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                    | Palmer Square Loan Funding, Ltd. 2024-3A                                                       | CUSIP: 69690EAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2550000 | PA      | $2550000.00   | 0.23%             | 2032-08-08      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                    | Palmer Square Loan Funding, Ltd. 2025-3A                                                       | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5000000 | PA      | $5000420.00   | 0.45%             | 2034-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                    | Palmer Square Loan Funding, Ltd. 2024-1A                                                       | CUSIP: 69703NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2250000 | PA      | $2253730.50   | 0.20%             | 2032-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                    | Palmer Square Loan Funding, Ltd. 2024-2A                                                       | CUSIP: 69703RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5000000 | PA      | $4993410.00   | 0.45%             | 2033-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                    | Palmer Square Loan Funding, Ltd. 2025-2A                                                       | CUSIP: 69704AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3500000 | PA      | $3502313.50   | 0.32%             | 2033-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                    | Palmer Square Loan Funding, Ltd. 2025-1A                                                       | CUSIP: 69704CAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $3000042.00   | 0.27%             | 2033-02-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                       | Paychex, Inc.                                                                                  | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    575000 | PA      | $591445.14    | 0.05%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo, Inc.                                                                                  | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1913621.50   | 0.17%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD             | Pfizer Investment Enterprises, Private Ltd.                                                    | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1900000 | PA      | $1919959.92   | 0.17%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                   | Philip Morris International, Inc.                                                              | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1630067.46   | 0.15%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                   | Philip Morris International, Inc.                                                              | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    625000 | PA      | $639865.62    | 0.06%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                   | Philip Morris International, Inc.                                                              | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2512350.78   | 0.23%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                    | Phillips 66 Company                                                                            | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1220249.24   | 0.11%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC              | PRET, LLC 2025-NPL4                                                                            | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-O            | CORP              | US        |   1231384 | PA      | $1236137.30   | 0.11%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                  | Principal Life Global Funding II                                                               | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028888.44   | 0.18%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                        | Progress Residential Trust 2021-SFR6                                                           | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4043942 | PA      | $4000588.83   | 0.36%             | 2038-07-17      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                        | Progress Residential Trust 2021-SFR7                                                           | CUSIP: 74333PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3532333.50   | 0.32%             | 2040-08-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                  | PRPM, LLC 2024-6                                                                               | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1722058 | PA      | $1723023.80   | 0.15%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                          | Prudential Financial, Inc.                                                                     | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3754691.46   | 0.34%             | 2047-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PULTE GROUP INC                                   | PulteGroup, Inc.                                                                               | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2252314.73   | 0.20%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                         | Qorvo, Inc.                                                                                    | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3642435.77   | 0.33%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                             | Qualcomm, Inc.                                                                                 | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1447562.87   | 0.13%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                               | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2607829.02   | 0.23%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC                                  | RCO IX Mortgage, LLC 2025-4                                                                    | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3140460 | PA      | $3148952.95   | 0.28%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA                                  | Citizens Bank NA/Providence, RI                                                                | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1251946.94   | 0.11%             | 2029-01-29      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                | Regal Rexnord Corporation                                                                      | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1650457.69   | 0.15%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                            | Regions Financial Corporation                                                                  | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1252931.87   | 0.11%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                 | Repsol E&P Capital Markets US, LLC                                                             | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    975000 | PA      | $986244.99    | 0.09%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                                                             | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2589687.28   | 0.23%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROC SECURITIES TRUST                              | Roc Mortgage Trust 2024-RTL1                                                                   | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4031928.80   | 0.36%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                | Roche Holdings, Inc.                                                                           | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2245194.43   | 0.20%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ROC SECURITIES TRUST                              | Roc Mortgage Trust 2025-RTL1                                                                   | CUSIP: 77119RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2700000 | PA      | $2720347.20   | 0.24%             | 2040-02-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                         | Rogers Communications, Inc.                                                                    | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1938857.43   | 0.17%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                            | Roper Technologies, Inc.                                                                       | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1944465.02   | 0.17%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                       | Royal Caribbean Cruises, Ltd.                                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3200000 | PA      | $3265041.31   | 0.29%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                                           | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1925000 | PA      | $1945363.61   | 0.17%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                                           | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2050000 | PA      | $2051071.04   | 0.18%             | 2028-11-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                                           | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3013640.40   | 0.27%             | 2027-10-18      | Variable      | 4.51%                 | No            |                  2 | On Loan: —       |
| ROYALTY PHARMA PLC                                | Royalty Pharma plc                                                                             | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2059906.36   | 0.19%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma plc                                                                             | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3225000 | PA      | $3219851.00   | 0.29%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System, Inc.                                                                             | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1604525.67   | 0.14%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                      | SK Hynix, Inc.                                                                                 | CUSIP: 78392BAG2<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   1250000 | PA      | $1266383.75   | 0.11%             | 2027-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                        | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1723624.16   | 0.16%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA INC                        | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1278376.06   | 0.11%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORP                        | Schlumberger Holdings Corporation                                                              | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    875000 | PA      | $885972.31    | 0.08%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                  | Charles Schwab Corporation                                                                     | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1743025.55   | 0.16%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                  | Charles Schwab Corporation                                                                     | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3497045.58   | 0.31%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                              | Shell Finance US, Inc.                                                                         | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1747238.78   | 0.16%             | 2030-11-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCING SBC TRUST                       | Silver Hill Trust 2019-1                                                                       | CUSIP: 82773XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29640 | PA      | $29564.67     | 0.00%             | 2049-11-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC         | South Bow USA Infrastructure Holdings, LLC                                                     | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1313716.46   | 0.12%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                  | Skandinaviska Enskilda Banken AB                                                               | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   3250000 | PA      | $3263273.98   | 0.29%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                               | Societe Generale SA                                                                            | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2150000 | PA      | $2175444.61   | 0.20%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                               | Societe Generale SA                                                                            | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2049974.24   | 0.18%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program Trust 2025-4                                                        | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815891 | PA      | $817404.86    | 0.07%             | 2035-08-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                           | Sonoco Products Company                                                                        | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2155401.27   | 0.19%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                            | Southern Company                                                                               | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1240380.88   | 0.11%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                            | Southern Power Company                                                                         | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    725000 | PA      | $723144.87    | 0.07%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                            | Spirit AeroSystems, Inc.                                                                       | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3598132.50   | 0.32%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                        | Sprint Capital Corporation                                                                     | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   4730000 | PA      | $5074518.54   | 0.46%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block, Inc.                                                                                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2748176.10   | 0.25%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered plc                                                                         | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2072218.22   | 0.19%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered plc                                                                         | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1274449.40   | 0.11%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered plc                                                                         | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1641600.35   | 0.15%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corporation                                                                       | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2299819.02   | 0.21%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US                     | State Street Institutional U.S. Government Money Market Fund                                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   4650988 | NS      | $4650987.92   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLANTIS FINANCE US INC                         | Stellantis Finance US, Inc.                                                                    | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3117156.76   | 0.28%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP             | Stellantis Financial Services US Corporation                                                   | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $837992.03    | 0.08%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                               | Stryker Corporation                                                                            | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1929336.63   | 0.17%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC               | Sumitomo Mitsui Financial Group, Inc.                                                          | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1900000 | PA      | $1977482.84   | 0.18%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys, Inc.                                                                                 | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1208515.02   | 0.11%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK (TENNESSEE)                         | Pinnacle Bank/Nashville, TN                                                                    | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3220105.29   | 0.29%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                              | TRK Trust 2022-INV1                                                                            | CUSIP: 872635AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3817457 | PA      | $3597215.30   | 0.32%             | 2057-02-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3192880.59   | 0.29%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                              | TRK Trust 2021-INV2                                                                            | CUSIP: 87267TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3738912 | PA      | $3416366.23   | 0.31%             | 2056-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| TERWIN MORTGAGE TRUST                             | Terwin Mortgage Trust 2004-21HE                                                                | CUSIP: 881561PB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    379208 | PA      | $379307.90    | 0.03%             | 2034-12-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| TESLA LEASE ELECTRIC VEHICLE SECURITIZATION LLC   | Tesla Lease Electric Vehicle Securitization, LLC 2025-A                                        | CUSIP: 88162VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2907858 | PA      | $2927250.21   | 0.26%             | 2029-05-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                              | Toorak Mortgage Trust 2025-RRTL1                                                               | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-CBDO         | CORP              | US        |   2025000 | PA      | $2038266.18   | 0.18%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                              | Toorak Mortgage Trust 2024-RRTL1                                                               | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4750000 | PA      | $4762637.85   | 0.43%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                         | Toronto-Dominion Bank                                                                          | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2550000 | PA      | $2593644.81   | 0.23%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                         | Toronto-Dominion Bank                                                                          | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1002036.82   | 0.09%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TOWD POINT ASSET TRUST                            | Towd Point Asset Trust 2021-SL1                                                                | CUSIP: 89179XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    782979 | PA      | $764106.09    | 0.07%             | 2061-11-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corporation                                                                | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1274828.80   | 0.11%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corporation                                                                | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1400791.91   | 0.13%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                          | Tricon Residential Trust 2021-SFR1                                                             | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $5688173.13   | 0.51%             | 2038-07-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                          | Tricon Residential Trust 2024-SFR2                                                             | CUSIP: 89616VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2276660.93   | 0.20%             | 2040-06-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO LTD                                  | Trinitas CLO XVI, Ltd. 2021-16A                                                                | CUSIP: 89642DAQ1<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-O            | CORP              | KY        |   3800000 | PA      | $3800836.00   | 0.34%             | 2034-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                       | Truist Bank                                                                                    | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2765401.05   | 0.25%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corporation                                                                   | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1895497.32   | 0.17%             | 2027-03-02      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corporation                                                                   | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2280041.52   | 0.21%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corporation                                                                   | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1253186.48   | 0.11%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                   | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2200000 | PA      | $2273559.07   | 0.20%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                   | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1625000 | PA      | $1659487.38   | 0.15%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies, Inc.                                                                        | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2577055.78   | 0.23%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines, Inc.                                                                          | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3122943.44   | 0.28%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | U.S. Bancorp                                                                                   | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1764141.26   | 0.16%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | U.S. Bancorp                                                                                   | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020710.30   | 0.09%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | U.S. Bancorp                                                                                   | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    950000 | PA      | $983224.47    | 0.09%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | U.S. Bancorp                                                                                   | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2059903.46   | 0.19%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | U.S. Bancorp                                                                                   | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1283497.95   | 0.12%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                            | U.S. Treasury Notes                                                                            | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25460000 | PA      | $25725539.91  | 2.31%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                            | U.S. Treasury Notes                                                                            | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24000000 | PA      | $24167812.56  | 2.17%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                            | U.S. Treasury Notes                                                                            | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $7107187.54   | 0.64%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                     | Universal Health Services, Inc.                                                                | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2561622.47   | 0.23%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                                 | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    800000 | PA      | $832078.42    | 0.07%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                      | Veralto Corporation                                                                            | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1917244.65   | 0.17%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                        | Verus Securitization Trust 2025-3                                                              | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-CBDO         | CORP              | US        |   1869492 | PA      | $1893440.75   | 0.17%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                        | Verus Securitization Trust 2021-8                                                              | CUSIP: 92538GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1360222 | PA      | $1233244.55   | 0.11%             | 2066-11-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                        | Verus Securitization Trust 2023-2                                                              | CUSIP: 92539DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1423126 | PA      | $1420973.58   | 0.13%             | 2068-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                        | Verus Securitization Trust 2023-3                                                              | CUSIP: 92539GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    599606 | PA      | $599537.05    | 0.05%             | 2068-03-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                        | Verus Securitization Trust 2025-5                                                              | CUSIP: 92540XAB7<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-CBDO         | CORP              | US        |   4328904 | PA      | $4367740.60   | 0.39%             | 2070-06-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST                                       | Visio Trust 2020-1R                                                                            | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    189957 | PA      | $184379.79    | 0.02%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                     | Vistra Operations Company, LLC                                                                 | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1412588.73   | 0.13%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC           | Volkswagen Group of America Finance, LLC                                                       | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1923001.10   | 0.17%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC           | Volkswagen Group of America Finance, LLC                                                       | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2257186.91   | 0.20%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE             | VOLT CII, LLC 2021-NP11                                                                        | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    752086 | PA      | $752238.74    | 0.07%             | 2051-08-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL FUNDING                               | Voya Global Funding                                                                            | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2112565.67   | 0.19%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Company                                                                          | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1641300.01   | 0.15%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Company                                                                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1965935.70   | 0.18%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Company                                                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1530021.77   | 0.14%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Company                                                                          | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3057074.25   | 0.27%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Company                                                                          | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1948296.91   | 0.18%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                           | Westpac New Zealand, Ltd.                                                                      | CUSIP: 96122FAA5<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   1900000 | PA      | $1931763.46   | 0.17%             | 2028-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                           | Westpac New Zealand, Ltd.                                                                      | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   2500000 | PA      | $2532941.43   | 0.23%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Companies, Inc.                                                                       | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1920502.25   | 0.17%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                   | Xcel Energy, Inc.                                                                              | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1926660.25   | 0.17%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION         | Zions Bancorp NA                                                                               | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2105090.82   | 0.19%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Thrivent Mutual Funds

**Signature:** Sarah L. Bergstrom

**Name of Signer:** Sarah L. Bergstrom

**Title:** Treasurer and Principal Accounting Officer