# EDGAR Filing Document

**Accession Number:** 0000353905
**File Stem:** 0002071691-26-002915
**Filing Date:** 2026-2
**Character Count:** 316764
**Document Hash:** 86f1a3a15bfded0c6d782a6143bb733e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-002915.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0002071691-26-002915

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NATIONWIDE VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000353905

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03213
- **FILM NUMBER:** 26663938

**BUSINESS ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 5-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215
- **BUSINESS PHONE:** 614-435-5749

**MAIL ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 5-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GARTMORE VARIABLE INSURANCE TRUST
- **DATE OF NAME CHANGE:** 20020125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE SEPARATE ACCOUNT TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE SEPARATE ACCOUNT MONEY MARKET TRUST
- **DATE OF NAME CHANGE:** 19860226

## Series and Classes Contracts Data

### NVIT Loomis Core Bond Fund (Series ID: S000021031)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000059797 | Class I      |  |
| C000059798 | Class II     |  |
| C000059799 | Class Y      |  |
| C000112229 | Class P      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nationwide Variable Insurance Trust

- **b. Investment Company Act file number:** 811-03213

- **c. CIK number of Registrant:** 0000353905

- **d. LEI of Registrant:** 549300WLMVM3JP578846

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

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

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

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

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

- **a. Name of Series:** NVIT Loomis Core Bond Fund

- **b. EDGAR series identifier (if any):** S000021031

- **c. LEI of Series:** 549300QCVK3NHYLE2575

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3799714302.80

**Total Liabilities:** $148985158.12

**Net Assets:** $3650729144.68

**Cash Not Reported:** $50896768.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4347.95570300 | **1-Year:** 120270.16377000 | **5-Year:** 443927.04918700 | **10-Year:** 410168.78122200 | **30-Year:** 121808.93147000

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

- **3-Month:** 0.00000000 | **1-Year:** 195.65739900 | **5-Year:** 10.58752100 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000059797 | 0.53%                | 0.63%                | -0.30%               |
| Class ID C000059798 | 0.53%                | 0.63%                | -0.31%               |
| Class ID C000059799 | 0.53%                | 0.63%                | -0.28%               |
| Class ID C000112229 | 0.63%                | 0.53%                | -0.28%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3513858.93              | $3677088.69                                |
| Month 2  | $824510.12               | $9267946.21                                |
| Month 3  | $760043.35               | $-24428002.97                              |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES Panama Generation Holdings SRL                                  | AES Panama Generation Holdings SRL                                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   2439259 | PA      | $2291744.91   | 0.06%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                      | Southern Co. Gas Capital Corp.                                                   | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1245552.50   | 0.03%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                          | AT&T, Inc.                                                                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2970402.73   | 0.08%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| AT&T, Inc.                                                          | AT&T, Inc.                                                                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   8073000 | PA      | $6890065.33   | 0.19%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| AASET                                                               | AASET, Series 2025-1A, Class A                                                   | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480149 | PA      | $489329.66    | 0.01%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                                                 | Affirm Master Trust, Series 2025-2A, Class A                                     | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6660000 | PA      | $6705043.58   | 0.18%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                          | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   2510000 | PA      | $2498037.34   | 0.07%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Aker BP ASA                                                         | Aker BP ASA                                                                      | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $1046455.42   | 0.03%             | 2033-06-13      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALA Trust                                                           | ALA Trust, Series 2025-OANA, Class A                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1845000 | PA      | $1851915.43   | 0.05%             | 2040-06-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Alexander Funding Trust II                                          | Alexander Funding Trust II                                                       | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1885761.03   | 0.05%             | 2028-07-31      | Fixed         | 7.47%                 | Yes           |                  2 | On Loan: —       |
| Alimentation Couche-Tard, Inc.                                      | Alimentation Couche-Tard, Inc.                                                   | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   7725000 | PA      | $7733175.83   | 0.21%             | 2028-09-29      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                          | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAB2<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   9525000 | PA      | $9472767.57   | 0.26%             | 2028-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Ally Financial, Inc.                                                | Ally Financial, Inc.                                                             | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  10655000 | PA      | $10733000.25  | 0.29%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: —       |
| Ally Auto Receivables Trust                                         | Ally Auto Receivables Trust, Series 2025-1, Class A3                             | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2010000 | PA      | $2016169.90   | 0.06%             | 2030-03-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                    | Amazon.com, Inc.                                                                 | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   9326000 | PA      | $9288285.56   | 0.25%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Amcor Flexibles North America, Inc.                                 | Amcor Flexibles North America, Inc.                                              | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   5645000 | PA      | $5722568.06   | 0.16%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amcor Group Finance plc                                             | Amcor Group Finance plc                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   3615000 | PA      | $3736971.29   | 0.10%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| American Credit Acceptance Receivables Trust                        | American Credit Acceptance Receivables Trust, Series 2025-2, Class C             | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3095000 | PA      | $3125652.88   | 0.09%             | 2031-03-12      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                   | American Electric Power Co., Inc., Series D                                      | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3309000 | PA      | $3251191.60   | 0.09%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: —       |
| American National Group, Inc.                                       | American National Group, Inc.                                                    | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $3336150.28   | 0.09%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| American Express Co.                                                | American Express Co.                                                             | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3791763.26   | 0.10%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                    | American National Global Funding                                                 | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5725000 | PA      | $5817134.09   | 0.16%             | 2030-06-03      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| American National Global Funding                                    | American National Global Funding                                                 | CUSIP: 02771D2D5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3828000 | PA      | $3843791.00   | 0.11%             | 2028-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                            | AmeriCredit Automobile Receivables Trust, Series 2022-2, Class B                 | CUSIP: 03065WAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    631154 | PA      | $631614.48    | 0.02%             | 2028-04-18      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                         | Amgen, Inc.                                                                      | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1673627.45   | 0.05%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Amgen, Inc.                                                         | Amgen, Inc.                                                                      | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1056933.65   | 0.03%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Amur Equipment Finance Receivables XI LLC                           | Amur Equipment Finance Receivables XI LLC, Series 2022-2A, Class A2              | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |     69743 | PA      | $69881.55     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                | Analog Devices, Inc.                                                             | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   6925000 | PA      | $6982098.70   | 0.19%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                 | Antares Holdings LP                                                              | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1922384.96   | 0.05%             | 2029-10-23      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: —       |
| Elevance Health, Inc.                                               | Elevance Health, Inc.                                                            | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   7730000 | PA      | $7718311.08   | 0.21%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                           | APA Corp.                                                                        | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2758798.70   | 0.08%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Apollo Global Management, Inc.                                      | Apollo Global Management, Inc.                                                   | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2279104.96   | 0.06%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                           | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2761272.26   | 0.08%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Applebee's Funding LLC                                              | Applebee's Funding LLC, Series 2025-1A, Class A2                                 | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12135000 | PA      | $12207785.73  | 0.33%             | 2055-06-07      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp.                                                  | Ares Capital Corp.                                                               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1868174.97   | 0.05%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Ares XXXIX CLO Ltd.                                                 | Ares XXXIX CLO Ltd., Series 2016-39A, Class AR3                                  | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |  14900000 | PA      | $14933510.10  | 0.41%             | 2037-07-18      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                               | Ashtead Capital, Inc.                                                            | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2497716.20   | 0.07%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                               | Ashtead Capital, Inc.                                                            | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6428895.33   | 0.18%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                               | Ashtead Capital, Inc.                                                            | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1708994.37   | 0.05%             | 2029-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Athene Global Funding                                               | Athene Global Funding                                                            | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1155352.80   | 0.03%             | 2030-01-07      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Athene Global Funding                                               | Athene Global Funding                                                            | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5105000 | PA      | $5146373.73   | 0.14%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: —       |
| Athene Global Funding                                               | Athene Global Funding                                                            | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    571000 | PA      | $572889.22    | 0.02%             | 2035-08-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                      | Atlas Warehouse Lending Co. LP                                                   | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3476515.44   | 0.10%             | 2030-11-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                                    | AutoNation, Inc.                                                                 | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7745000 | PA      | $7766311.61   | 0.21%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust                                            | AutoNation Finance Trust, Series 2025-1A, Class A3                               | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2180000 | PA      | $2199973.38   | 0.06%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                           | Auxilior Term Funding LLC, Series 2023-1A, Class A2                              | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248447 | PA      | $249678.93    | 0.01%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Aventura Mall Trust                                                 | Aventura Mall Trust, Series 2018-AVM, Class A                                    | CUSIP: 05359AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1389322.76   | 0.04%             | 2040-07-05      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                          | Aviation Capital Group LLC                                                       | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3822751.75   | 0.10%             | 2030-04-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                            | Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A                | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   8370000 | PA      | $8630127.05   | 0.24%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                            | Avis Budget Rental Car Funding AESOP LLC, Series 2025-2A, Class A                | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2945000 | PA      | $3017483.22   | 0.08%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                        | Avolon Holdings Funding Ltd.                                                     | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  11300000 | PA      | $11176881.98  | 0.31%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BHG Securitization Trust                                            | BHG Securitization Trust, Series 2025-2CON, Class A                              | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2703434 | PA      | $2728115.04   | 0.07%             | 2036-09-17      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| BA Credit Card Trust                                                | BA Credit Card Trust, Series 2023-A1, Class A1                                   | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   2912000 | PA      | $2921710.36   | 0.08%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                   | BAT Capital Corp.                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4113703.48   | 0.11%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: —       |
| BAT International Finance plc                                       | BAT International Finance plc                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   3036000 | PA      | $3019236.79   | 0.08%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: —       |
| BGC Group, Inc.                                                     | BGC Group, Inc.                                                                  | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1900039.41   | 0.05%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| BFLD Commercial Mortgage Trust                                      | BFLD Commercial Mortgage Trust, Series 2025-660F, Class A                        | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4060000 | PA      | $4071415.10   | 0.11%             | 2042-11-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                      | BNP Paribas SA                                                                   | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8500000 | PA      | $8497942.15   | 0.23%             | 2026-05-12      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| BMO Mortgage Trust                                                  | BMO Mortgage Trust, Series 2024-5C6, Class A3                                    | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10888000 | PA      | $11197009.06  | 0.31%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                                     | BofA Auto Trust, Series 2025-1A, Class A3                                        | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1515000 | PA      | $1525038.24   | 0.04%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                            | BX Trust, Series 2025-DELC, Class A                                              | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2260000 | PA      | $2262819.35   | 0.06%             | 2042-12-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                            | BX Trust, Series 2024-VLT4, Class A                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $274913.93    | 0.01%             | 2041-06-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Bacardi-Martini BV                                                  | Bacardi-Martini BV                                                               | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   3485000 | PA      | $3594720.90   | 0.10%             | 2030-02-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                | Bain Capital Specialty Finance, Inc.                                             | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1120657.58   | 0.03%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                               | Bank of America Corp.                                                            | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4155000 | PA      | $4157994.13   | 0.11%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                               | Bank of America Corp.                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2326824.30   | 0.06%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                               | Bank of America Corp.                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4605000 | PA      | $4290850.35   | 0.12%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                    | Bank of Montreal                                                                 | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1855000 | PA      | $1890146.43   | 0.05%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon (The)                                       | Bank of New York Mellon (The)                                                    | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   7720000 | PA      | $7847148.32   | 0.21%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                 | Bank of New York Mellon Corp. (The)                                              | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3162002.79   | 0.09%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                           | Bank of Nova Scotia (The)                                                        | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   6945000 | PA      | $6921158.65   | 0.19%             | 2031-09-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: —       |
| BANK5 Trust                                                         | BANK5 Trust, Series 2024-5YR6, Class A3                                          | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2739620.52   | 0.08%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BANK5                                                               | BANK5, Series 2024-5YR11, Class A3                                               | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14000000 | PA      | $14716276.40  | 0.40%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                        | Barclays plc                                                                     | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $8045018.96   | 0.22%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Barings BDC, Inc.                                                   | Barings BDC, Inc.                                                                | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |   4635000 | PA      | $4612280.85   | 0.13%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Bayer US Finance LLC                                                | Bayer US Finance LLC                                                             | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1403352.69   | 0.04%             | 2029-01-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                            | Benchmark Mortgage Trust, Series 2024-V7, Class A3                               | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2405000 | PA      | $2538235.08   | 0.07%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                   | Black Hills Corp.                                                                | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1288374.82   | 0.04%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                 | Block Financial LLC                                                              | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4705000 | PA      | $4735331.86   | 0.13%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                        | Blue Owl Credit Income Corp.                                                     | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2648237.76   | 0.07%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bluepeak ABS Issuer LLC                                             | Bluepeak ABS Issuer LLC, Series 2025-1A, Class A2                                | CUSIP: 09631QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9155000 | PA      | $9192850.43   | 0.25%             | 2055-12-20      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                              | Boardwalk Pipelines LP                                                           | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1240781.24   | 0.03%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Boardwalk Pipelines LP                                              | Boardwalk Pipelines LP                                                           | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4256017.46   | 0.12%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| BMW Vehicle Lease Trust                                             | BMW Vehicle Lease Trust, Series 2025-1, Class A3                                 | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1655000 | PA      | $1669302.34   | 0.05%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                    | Boeing Co. (The)                                                                 | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $892254.51    | 0.02%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Boeing Co. (The)                                                    | Boeing Co. (The)                                                                 | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3064547.29   | 0.08%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                    | Boeing Co. (The)                                                                 | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4607000 | PA      | $4598230.90   | 0.13%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                       | Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class A3           | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3665000 | PA      | $3680574.78   | 0.10%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                       | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class A3           | CUSIP: 10807HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6445000 | PA      | $6475760.05   | 0.18%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4240698.00   | 0.12%             | 2029-06-10      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: —       |
| British Airways Pass-Through Trust                                  | British Airways Pass-Through Trust, Series 2021-1, Class B                       | CUSIP: 11042CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2766469 | PA      | $2655816.51   | 0.07%             | 2031-09-15      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                    | Brookfield Asset Management Ltd.                                                 | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   9125000 | PA      | $9190402.62   | 0.25%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Burlington Northern Santa Fe LLC                                    | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2809362.71   | 0.08%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                            | BX Trust, Series 2025-VLT7, Class A                                              | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8630000 | PA      | $8643374.77   | 0.24%             | 2044-07-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CGI, Inc.                                                           | CGI, Inc.                                                                        | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   7805000 | PA      | $7909587.94   | 0.22%             | 2030-03-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                          | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3099863.67   | 0.08%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                          | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   5959000 | PA      | $5959191.34   | 0.16%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CSMC OA LLC                                                         | CSMC OA LLC, Series 2014-USA, Class A2                                           | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $1846372.73   | 0.05%             | 2037-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| CSL Finance plc                                                     | CSL Finance plc                                                                  | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $6881668.57   | 0.19%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                              | CVS Pass-Through Trust                                                           | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1977638 | PA      | $1997553.41   | 0.05%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                              | CVS Pass-Through Trust                                                           | CUSIP: 126650BQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4492477 | PA      | $4661752.54   | 0.13%             | 2030-01-10      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                    | CVS Health Corp.                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4080000 | PA      | $3623939.23   | 0.10%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp.                                                    | CVS Health Corp.                                                                 | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8003040.80   | 0.22%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp.                                                    | CVS Health Corp.                                                                 | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4670567.86   | 0.13%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| CaixaBank SA                                                        | CaixaBank SA                                                                     | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   4995000 | PA      | $5063919.21   | 0.14%             | 2031-07-03      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| State of California                                                 | State of California                                                              | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3640732.20   | 0.10%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                | Campbell's Co. (The)                                                             | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   8125000 | PA      | $8084436.43   | 0.22%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   8935000 | PA      | $9082707.25   | 0.25%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: —       |
| Capital One Financial Corp.                                         | Capital One Financial Corp.                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3390000 | PA      | $3385027.79   | 0.09%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: —       |
| Capital One Multi-Asset Execution Trust                             | Capital One Multi-Asset Execution Trust, Series 2023-A1, Class A                 | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4007666.00   | 0.11%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Capital Power US Holdings, Inc.                                     | Capital Power US Holdings, Inc.                                                  | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2359827.29   | 0.06%             | 2028-06-01      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Cargill, Inc.                                                       | Cargill, Inc.                                                                    | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   4120000 | PA      | $3965091.13   | 0.11%             | 2055-10-23      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Carmax Select Receivables Trust                                     | Carmax Select Receivables Trust, Series 2024-A, Class A3                         | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009096.10   | 0.03%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                                     | CarMax Select Receivables Trust, Series 2025-A, Class A3                         | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4565000 | PA      | $4603779.22   | 0.13%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                             | Carmax Auto Owner Trust, Series 2025-2, Class A3                                 | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2875000 | PA      | $2906283.45   | 0.08%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                             | Carmax Auto Owner Trust, Series 2025-4, Class A3                                 | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2555000 | PA      | $2559011.86   | 0.07%             | 2030-12-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                | Carrier Global Corp.                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1028990.81   | 0.03%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                | Carrier Global Corp.                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3309240.20   | 0.09%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| Carvana Auto Receivables Trust                                      | Carvana Auto Receivables Trust, Series 2025-P3, Class A3                         | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3558000 | PA      | $3566890.37   | 0.10%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                      | Carvana Auto Receivables Trust, Series 2025-P2, Class A4                         | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6015000 | PA      | $6108600.02   | 0.17%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                | Caterpillar Financial Services Corp.                                             | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   8620000 | PA      | $8640263.98   | 0.24%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Cedar Funding VIII CLO Ltd.                                         | Cedar Funding VIII CLO Ltd., Series 2017-8A, Class DRR                           | CUSIP: 15032EBE8<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |   3269319 | PA      | $3278535.21   | 0.09%             | 2038-01-17      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Cerberus Loan Funding XXXVII LP                                     | Cerberus Loan Funding XXXVII LP, Series 2022-1A, Class A1                        | CUSIP: 15672QAA5<br>LEI: 635400N8FQLKT6GMFM47 | Long             | ABS-CBDO         | CORP              | US        |   5600000 | PA      | $5600638.40   | 0.15%             | 2034-04-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Cerberus Loan Funding XXXIX LP                                      | Cerberus Loan Funding XXXIX LP, Series 2022-3A, Class AR                         | CUSIP: 15673VAG0<br>LEI: 635400YPAUXKTFEV3V98 | Long             | ABS-CBDO         | CORP              | US        |   1739424 | PA      | $1741012.05   | 0.05%             | 2033-01-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                | Charter Communications Operating LLC                                             | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3165000 | PA      | $1992151.87   | 0.05%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                | Chase Issuance Trust, Series 2023-A1, Class A                                    | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8579990.10   | 0.24%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    795000 | PA      | $796671.46    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                           | Chesapeake Funding II LLC, Series 2023-2A, Class A1                              | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    531231 | PA      | $536843.96    | 0.01%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                   | Chevron USA, Inc.                                                                | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   4990000 | PA      | $5104982.67   | 0.14%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                     | Citigroup, Inc.                                                                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12360000 | PA      | $12460332.92  | 0.34%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                 | Citigroup Commercial Mortgage Trust, Series 2018-C6, Class A4                    | CUSIP: 17327GAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4505000 | PA      | $4492743.25   | 0.12%             | 2051-11-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                      | Citizens Financial Group, Inc.                                                   | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1393452.58   | 0.04%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                  | CNO Global Funding                                                               | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5406658.09   | 0.15%             | 2028-09-08      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                                  | CNO Global Funding                                                               | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   3647000 | PA      | $3651679.32   | 0.10%             | 2030-12-11      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                       | Comcast Corp.                                                                    | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2723944.81   | 0.07%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Comcast Corp.                                                       | Comcast Corp.                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3685553.06   | 0.10%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Comcast Corp.                                                       | Comcast Corp.                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3432000 | PA      | $1928354.69   | 0.05%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                      | Commonwealth Bank of Australia                                                   | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   4660000 | PA      | $4717392.65   | 0.13%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: —       |
| Compass Datacenters Issuer III LLC                                  | Compass Datacenters Issuer III LLC, Series 2025-1A, Class A2                     | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1314989.39   | 0.04%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                   | Credit Acceptance Auto Loan Trust, Series 2025-2A, Class B                       | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3770000 | PA      | $3803042.17   | 0.10%             | 2036-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                  | Credit Agricole SA                                                               | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3622000 | PA      | $3698445.75   | 0.10%             | 2029-01-09      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: —       |
| Credit Acceptance Auto Loan Trust                                   | Credit Acceptance Auto Loan Trust, Series 2025-1A, Class A                       | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11265000 | PA      | $11394105.91  | 0.31%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS Group AG                                                                     | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1250000 | PA      | $1159715.28   | 0.03%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                  | Crown Castle, Inc.                                                               | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429920.94    | 0.01%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                  | Crown Castle, Inc.                                                               | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3870000 | PA      | $3861243.04   | 0.11%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                        | CubeSmart LP                                                                     | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3104384.75   | 0.09%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                       | Cummins, Inc.                                                                    | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   4420000 | PA      | $4583405.46   | 0.13%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                  | CyrusOne Data Centers Issuer I LLC, Series 2025-1A, Class A2                     | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2170000 | PA      | $2202084.10   | 0.06%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                               | DB Master Finance LLC, Series 2021-1A, Class A2I                                 | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   4018560 | PA      | $3941864.17   | 0.11%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                                      | DTE Energy Co.                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2513000 | PA      | $2546094.95   | 0.07%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                  | DT Midstream, Inc.                                                               | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $666101.40    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Dllad LLC                                                           | Dllad LLC, Series 2024-1A, Class A2                                              | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282540 | PA      | $283790.49    | 0.01%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Dllad LLC                                                           | Dllad LLC, Series 2024-1A, Class A3                                              | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1276023.75   | 0.03%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                             | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2562199.05   | 0.07%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| Daimler Truck Finance North America LLC                             | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   5230000 | PA      | $5266997.54   | 0.14%             | 2030-10-12      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: —       |
| Dell International LLC                                              | Dell International LLC                                                           | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6040000 | PA      | $6032063.32   | 0.17%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Dell International LLC                                              | Dell International LLC                                                           | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $134585.68    | 0.00%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC                                                | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |   7000000 | PA      | $7000000.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CANTOR FITZGERAL & CO                                               | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: 5493004J7H4GCPG6OB62       | Long             | RA               | CORP              | US        |   9464037 | PA      | $9464037.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CANTOR FITZGERAL & CO                                               | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: 5493004J7H4GCPG6OB62       | Long             | RA               | CORP              | US        |  40000000 | PA      | $40000000.00  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CF SECURED LLC                                                      | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |  23000000 | PA      | $23000000.00  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                        | Treasury Repurchase Agreement                                                    | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Long             | RA               | CORP              | US        |   8000000 | PA      | $8000000.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE INSURANCE COMPANY                                 | Treasury Repurchase Agreement                                                    | CUSIP: N/A<br>LEI: 549300H7EXFMRS487544       | Long             | RA               | CORP              | US        |  46000000 | PA      | $46000000.00  | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSHING LLC                                                        | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: ZI8Q1A8EI8LQFJNM0D94       | Long             | RA               | CORP              | US        |  14000000 | PA      | $14000000.00  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                    | Deutsche Bank AG                                                                 | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   7520000 | PA      | $7704738.73   | 0.21%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                                    | Deutsche Bank AG                                                                 | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3780000 | PA      | $3818214.44   | 0.10%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: —       |
| Discover Card Execution Note Trust                                  | Discover Card Execution Note Trust, Series 2023-A1, Class A                      | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4004068.80   | 0.11%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                               | Dominion Energy, Inc.                                                            | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   5135000 | PA      | $5194930.48   | 0.14%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                               | Dominion Energy, Inc.                                                            | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2501000 | PA      | $2512536.71   | 0.07%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: —       |
| Dow Chemical Co. (The)                                              | Dow Chemical Co. (The)                                                           | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   7440000 | PA      | $7397839.75   | 0.20%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                              | Duke Energy Ohio, Inc.                                                           | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   4385000 | PA      | $4542349.76   | 0.12%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                      | EPR Properties                                                                   | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3408000 | PA      | $3417846.56   | 0.09%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                      | EPR Properties                                                                   | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385588.00    | 0.01%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                      | EPR Properties                                                                   | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342473.81    | 0.01%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| EPR Properties                                                      | EPR Properties                                                                   | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135628.31    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| EPR Properties                                                      | EPR Properties                                                                   | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   6815000 | PA      | $6761907.40   | 0.19%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Eagle Materials, Inc.                                               | Eagle Materials, Inc.                                                            | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   2617000 | PA      | $2563433.88   | 0.07%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                | Eastman Chemical Co.                                                             | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1555849.38   | 0.04%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| eBay, Inc.                                                          | eBay, Inc.                                                                       | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $4031586.24   | 0.11%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                            | Electricite de France SA                                                         | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    779000 | PA      | $804949.32    | 0.02%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: —       |
| Element Fleet Management Corp.                                      | Element Fleet Management Corp.                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   2175000 | PA      | $2222882.36   | 0.06%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: —       |
| Element Fleet Management Corp.                                      | Element Fleet Management Corp.                                                   | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   6210000 | PA      | $6227315.96   | 0.17%             | 2030-11-24      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                  | Energy Transfer LP                                                               | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3500612.54   | 0.10%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Enel Finance International NV                                       | Enel Finance International NV                                                    | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  10220000 | PA      | $10176792.50  | 0.28%             | 2030-09-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| EnFin Residential Solar Receivables Trust                           | EnFin Residential Solar Receivables Trust, Series 2024-2A, Class A               | CUSIP: 29281EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2055-09-20      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| EnFin Residential Solar Receivables Trust                           | EnFin Residential Solar Receivables Trust, Series 2024-1A, Class A               | CUSIP: 29281LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2055-02-20      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                      | Enterprise Fleet Financing LLC, Series 2025-3, Class A3                          | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5110000 | PA      | $5173757.98   | 0.14%             | 2029-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                   | Enterprise Products Operating LLC, Series E                                      | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2495721.00   | 0.07%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: —       |
| Enterprise Fleet Financing LLC                                      | Enterprise Fleet Financing LLC, Series 2025-1, Class A3                          | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075000 | PA      | $1093211.36   | 0.03%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                                | Equinix Europe 2 Financing Corp. LLC                                             | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   5920000 | PA      | $5937841.46   | 0.16%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                             | Essential Properties LP                                                          | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2880289.48   | 0.08%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                          | Evergy Missouri West, Inc.                                                       | CUSIP: 30037EAA1<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $2900981.06   | 0.08%             | 2032-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                 | Exeter Automobile Receivables Trust, Series 2025-1A, Class C                     | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8147000 | PA      | $8247396.30   | 0.23%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                 | Exeter Automobile Receivables Trust, Series 2025-2A, Class A3                    | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7590000 | PA      | $7611507.02   | 0.21%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                          | Exeter Select Automobile Receivables Trust, Series 2025-1, Class A3              | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1263790.88   | 0.03%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                              | Extra Space Storage LP                                                           | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1343674.59   | 0.04%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| Extra Space Storage LP                                              | Extra Space Storage LP                                                           | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1253228.21   | 0.03%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Extended Stay America Trust                                         | Extended Stay America Trust, Series 2025-ESH, Class A                            | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1240000 | PA      | $1241936.01   | 0.03%             | 2042-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                | Meta Platforms, Inc.                                                             | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3983049.48   | 0.11%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                  | F&G Global Funding                                                               | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2400145.13   | 0.07%             | 2028-09-08      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: —       |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3128MAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192547 | PA      | $183235.85    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 31292LGC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333171 | PA      | $319065.63    | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132CW5W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4350913 | PA      | $4125951.90   | 0.11%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132CWRM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6441150 | PA      | $5980585.75   | 0.16%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132D6E97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3075956 | PA      | $3115887.37   | 0.09%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DN2T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6784134 | PA      | $6980612.83   | 0.19%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DN3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6936292 | PA      | $7027214.67   | 0.19%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6915271 | PA      | $5868520.99   | 0.16%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DNEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3682354 | PA      | $3327823.67   | 0.09%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DNQZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17592623 | PA      | $14985884.59  | 0.41%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DNS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5176424 | PA      | $4812856.77   | 0.13%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DNYC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9081570 | PA      | $7873007.84   | 0.22%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DPBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3041107 | PA      | $3154725.61   | 0.09%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DPQF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1430461 | PA      | $1331085.41   | 0.04%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DQG67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13035217 | PA      | $12875377.43  | 0.35%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DS5L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10448761 | PA      | $9467343.10   | 0.26%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7575508 | PA      | $6780139.02   | 0.19%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17490830 | PA      | $17120248.08  | 0.47%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14375452 | PA      | $14813631.38  | 0.41%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DV4B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1398860 | PA      | $1347283.98   | 0.04%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DV6V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6467496 | PA      | $5776041.10   | 0.16%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18096493 | PA      | $15671978.45  | 0.43%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5883297 | PA      | $5010219.07   | 0.14%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWCS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6524447 | PA      | $5038011.45   | 0.14%             | 2051-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  52617814 | PA      | $42666677.53  | 1.17%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11596882 | PA      | $9863181.33   | 0.27%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3993837 | PA      | $3544895.13   | 0.10%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWE41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3518321 | PA      | $3260664.08   | 0.09%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2162621 | PA      | $2063905.42   | 0.06%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25322951 | PA      | $25358005.79  | 0.69%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWGK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1269563 | PA      | $1321092.86   | 0.04%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1182335 | PA      | $1217785.87   | 0.03%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWHP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4222362 | PA      | $4010129.51   | 0.11%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132E0FL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11838636 | PA      | $10140957.68  | 0.28%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132E0RD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7199965 | PA      | $7390131.79   | 0.20%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3132GUKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182685 | PA      | $175742.42    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3132JA6S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    670852 | PA      | $652292.01    | 0.02%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3132L5R62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86962 | PA      | $85058.76     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3132L7NM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81456 | PA      | $81402.50     | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3132MANN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228125 | PA      | $217282.07    | 0.01%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    542099 | PA      | $510146.05    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133A1QB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86149 | PA      | $77408.56     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133A2D64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    896129 | PA      | $804188.00    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133A3GU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    775936 | PA      | $700880.18    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133AGNS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1707590 | PA      | $1403509.54   | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133AMKD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16370621 | PA      | $13945164.69  | 0.38%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133B93G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7850406 | PA      | $6654049.45   | 0.18%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133BGVR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6748095 | PA      | $6428912.28   | 0.18%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133KH5K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    769542 | PA      | $692482.46    | 0.02%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133KMR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6032016 | PA      | $5614104.72   | 0.15%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133KNEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8604204 | PA      | $7278087.85   | 0.20%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                             | CUSIP: 31381MQW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2168083 | PA      | $2162437.28   | 0.06%             | 2028-04-01      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                             | CUSIP: 31381RA46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1010381 | PA      | $1058247.21   | 0.03%             | 2041-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                             | CUSIP: 31381RN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    739056 | PA      | $748196.79    | 0.02%             | 2028-06-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138A5PY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140684 | PA      | $141569.03    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138ABQZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181089 | PA      | $182654.80    | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138AG3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6986 | PA      | $7031.65      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4056816 | PA      | $3878078.60   | 0.11%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138EPEE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425563 | PA      | $412424.99    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138MRLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68630 | PA      | $65521.61     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138W7NQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645633 | PA      | $610993.52    | 0.02%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138W9GU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385618 | PA      | $367631.15    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138W9GW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619055 | PA      | $589857.88    | 0.02%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WAWV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397752 | PA      | $388547.36    | 0.01%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WEXD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386131 | PA      | $366792.74    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WGFE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358531 | PA      | $339720.09    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WHYE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4149574 | PA      | $3767757.53   | 0.10%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1798128 | PA      | $1625353.67   | 0.04%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WJXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1841256 | PA      | $1663312.69   | 0.05%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WPG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279697 | PA      | $267200.36    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138X32U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64846 | PA      | $63365.18     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138X3EQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216529 | PA      | $206496.58    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138X6TP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227001 | PA      | $221519.93    | 0.01%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138XRXG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79641 | PA      | $79442.67     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2007-6, Class PA                                                    | CUSIP: 31396PRK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22730 | PA      | $23737.18     | 0.00%             | 2037-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140A1DZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380580 | PA      | $396673.93    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140BUDB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3546698 | PA      | $3600759.29   | 0.10%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140EUFW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1903654 | PA      | $1841334.55   | 0.05%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140FTMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3218089 | PA      | $3043290.72   | 0.08%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140H5DW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1699764 | PA      | $1598328.42   | 0.04%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2677978 | PA      | $2589183.22   | 0.07%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140J7WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100848 | PA      | $1036581.08   | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140K45H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518812 | PA      | $466806.13    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140KHUF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1058007 | PA      | $912594.56    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140L06D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1189425 | PA      | $977955.96    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140L2PP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1711005 | PA      | $1409260.58   | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140L2QD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1381820 | PA      | $1137116.72   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140L3AR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1969547 | PA      | $1615674.29   | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140MA2R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16186385 | PA      | $14335577.86  | 0.39%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140MM3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8023063 | PA      | $7107342.80   | 0.19%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    739865 | PA      | $730897.74    | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140Q9W74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    694489 | PA      | $670486.69    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QDKB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1625220 | PA      | $1467263.84   | 0.04%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QHPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12955121 | PA      | $12343383.04  | 0.34%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QLEL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1036081 | PA      | $886662.50    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QM6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13169435 | PA      | $11662028.20  | 0.32%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QNYW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5705592 | PA      | $5538598.46   | 0.15%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QUSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3646014 | PA      | $3786890.96   | 0.10%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3165404 | PA      | $3269932.63   | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QVMK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12717912 | PA      | $12772183.67  | 0.35%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140W0QY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10376854 | PA      | $10775409.02  | 0.30%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140X7Y86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1129592 | PA      | $1016442.80   | 0.03%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140X84A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1336256 | PA      | $1091135.23   | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XA5M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    746584 | PA      | $611417.74    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XA7B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2176615 | PA      | $1877341.78   | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XAA77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6475939 | PA      | $6001927.07   | 0.16%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XBGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11927923 | PA      | $10373809.55  | 0.28%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XBS43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1686890 | PA      | $1445398.02   | 0.04%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XCCQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1247796 | PA      | $1062815.45   | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XDTV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10949067 | PA      | $9821385.02   | 0.27%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XGRA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6261278 | PA      | $5858069.33   | 0.16%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHAE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5851829 | PA      | $5608015.04   | 0.15%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHBZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6030721 | PA      | $5779443.79   | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7220773 | PA      | $5868732.42   | 0.16%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4209506 | PA      | $3799496.00   | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHLC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4552927 | PA      | $4041673.22   | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5809846 | PA      | $5430812.37   | 0.15%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2591286 | PA      | $2558035.40   | 0.07%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHRP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13917688 | PA      | $13726293.37  | 0.38%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4869617 | PA      | $4667544.52   | 0.13%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5620964 | PA      | $5364399.40   | 0.15%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XJC43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9762003 | PA      | $9843821.28   | 0.27%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XJK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10282963 | PA      | $10511469.38  | 0.29%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XJM67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7440949 | PA      | $6726646.27   | 0.18%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XJXV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4748950 | PA      | $4112648.89   | 0.11%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XKW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1855105 | PA      | $1870766.13   | 0.05%             | 2038-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XLHN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4632097 | PA      | $4829058.51   | 0.13%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XMBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10548677 | PA      | $9521180.49   | 0.26%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XMSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9611154 | PA      | $8199671.52   | 0.22%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XNPR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10661774 | PA      | $9650687.71   | 0.26%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XPV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8482385 | PA      | $8622086.16   | 0.24%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XQRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15266447 | PA      | $15666197.50  | 0.43%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16107569 | PA      | $16539183.98  | 0.45%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XRAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6234754 | PA      | $6376623.42   | 0.17%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XRAN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    836027 | PA      | $867675.68    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XRNY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4031557 | PA      | $4150007.29   | 0.11%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XRYP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5227916 | PA      | $5392987.52   | 0.15%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XSCS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11858099 | PA      | $12220572.78  | 0.33%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XTAN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3169735 | PA      | $2861714.32   | 0.08%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31417G6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144673 | PA      | $137940.06    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31417GBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410483 | PA      | $391465.43    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2835775 | PA      | $2560856.03   | 0.07%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689816 | PA      | $646003.28    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3458113 | PA      | $3246635.17   | 0.09%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3756032 | PA      | $3510545.28   | 0.10%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2496301 | PA      | $2593107.07   | 0.07%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16443182 | PA      | $13330900.37  | 0.37%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3484049 | PA      | $3228902.12   | 0.09%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15559956 | PA      | $15252072.75  | 0.42%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12452452 | PA      | $11540523.14  | 0.32%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4815329 | PA      | $4718560.42   | 0.13%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4245175 | PA      | $4031686.74   | 0.11%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2634310 | PA      | $2717311.26   | 0.07%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3869425 | PA      | $4019606.69   | 0.11%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418FDD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6747024 | PA      | $7012776.22   | 0.19%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 31427MBQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7916123 | PA      | $8209134.13   | 0.22%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 31427N7A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7766221 | PA      | $7969590.64   | 0.22%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                         | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   4360000 | PA      | $4388428.77   | 0.12%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3142GS5R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6414063 | PA      | $6442070.24   | 0.18%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2550759 | PA      | $2636464.51   | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3142J6BZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8891185 | PA      | $8869341.72   | 0.24%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                                           | Fells Point Funding Trust                                                        | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6825000 | PA      | $6742532.02   | 0.18%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                 | Fifth Third Bank NA                                                              | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1403082.85   | 0.04%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: —       |
| First Investors Auto Owner Trust                                    | First Investors Auto Owner Trust, Series 2025-1A, Class C                        | CUSIP: 32059WAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4040000 | PA      | $4048148.68   | 0.11%             | 2031-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co.                                           | Florida Power & Light Co.                                                        | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   9005000 | PA      | $8863762.07   | 0.24%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Ford Credit Auto Lease Trust                                        | Ford Credit Auto Lease Trust, Series 2024-B, Class A3                            | CUSIP: 345279AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1070000 | PA      | $1075951.88   | 0.03%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                        | Ford Credit Auto Lease Trust, Series 2025-A, Class A3                            | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1355000 | PA      | $1366397.31   | 0.04%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                        | Ford Credit Auto Owner Trust, Series 2024-1, Class A                             | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2482000 | PA      | $2545281.32   | 0.07%             | 2036-08-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                           | Ford Motor Credit Co. LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2723505.11   | 0.07%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Ford Motor Credit Co. LLC                                           | Ford Motor Credit Co. LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    585000 | PA      | $585902.92    | 0.02%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: —       |
| Fortitude Global Funding                                            | Fortitude Global Funding                                                         | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3575704.60   | 0.10%             | 2028-10-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Frontier Issuer LLC                                                 | Frontier Issuer LLC, Series 2023-1, Class A2                                     | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2090000 | PA      | $2109148.58   | 0.06%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                             | GA Global Funding Trust                                                          | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3658000 | PA      | $3738931.02   | 0.10%             | 2032-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| GE Capital Funding LLC                                              | GE Capital Funding LLC                                                           | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1219278.52   | 0.03%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    430977 | PA      | $404497.08    | 0.01%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179MX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    345245 | PA      | $326573.37    | 0.01%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21281 | PA      | $19835.96     | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    248124 | PA      | $231164.43    | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117332 | PA      | $108550.32    | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10003 | PA      | $9304.90      | 0.00%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    378129 | PA      | $352565.49    | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    256999 | PA      | $238710.84    | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    443879 | PA      | $413325.12    | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    260805 | PA      | $241963.21    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    282586 | PA      | $260648.31    | 0.01%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8522143 | PA      | $7060728.99   | 0.19%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6181374 | PA      | $5683954.21   | 0.16%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8924069 | PA      | $8028973.88   | 0.22%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12589477 | PA      | $10865097.88  | 0.30%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179X5K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1990918 | PA      | $2065896.59   | 0.06%             | 2053-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XH25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6855376 | PA      | $6987246.65   | 0.19%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2865761 | PA      | $2920324.82   | 0.08%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2755747 | PA      | $2830967.44   | 0.08%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1212410 | PA      | $1245043.60   | 0.03%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9828053 | PA      | $9991109.93   | 0.27%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XVU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2123293 | PA      | $2178710.94   | 0.06%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3966010 | PA      | $4048041.52   | 0.11%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179YU93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1697699 | PA      | $1758669.85   | 0.05%             | 2054-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 3617MVTY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2809269 | PA      | $2528824.77   | 0.07%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                  | GS Mortgage Securities Corp. Trust, Series 2013-PEMB, Class A                    | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $89375.00     | 0.00%             | 2033-03-05      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                    | GE HealthCare Technologies, Inc.                                                 | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1741000 | PA      | $1779572.08   | 0.05%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| GE HealthCare Technologies, Inc.                                    | GE HealthCare Technologies, Inc.                                                 | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1858000 | PA      | $1863120.44   | 0.05%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                               | GM Financial Automobile Leasing Trust, Series 2024-2, Class A3                   | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2192538 | PA      | $2201661.16   | 0.06%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                 | GS Mortgage-Backed Securities Trust, Series 2024-HE1, Class A1                   | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         0 | PA      | $0.05         | 0.00%             | 2054-08-25      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                   | GLS Auto Receivables Issuer Trust, Series 2024-4A, Class A3                      | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002734.40   | 0.03%             | 2028-07-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                   | GLS Auto Select Receivables Trust, Series 2025-1A, Class A2                      | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1097821 | PA      | $1105946.30   | 0.03%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                               | GM Financial Automobile Leasing Trust, Series 2025-1, Class A3                   | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1825000 | PA      | $1839945.66   | 0.05%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                   | GLS Auto Select Receivables Trust, Series 2025-3A, Class A2                      | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2113742 | PA      | $2126915.66   | 0.06%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust                            | GLS Auto Select Receivables Issuer Trust, Series 2025-4A, Class A2               | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1715000 | PA      | $1719839.56   | 0.05%             | 2031-02-18      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                   | GLS Auto Receivables Issuer Trust, Series 2025-4A, Class A3                      | CUSIP: 36273HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1920000 | PA      | $1925341.25   | 0.05%             | 2029-07-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Gartner, Inc.                                                       | Gartner, Inc.                                                                    | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   9075000 | PA      | $9050646.78   | 0.25%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| General Motors Co.                                                  | General Motors Co.                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   4395000 | PA      | $4579255.94   | 0.13%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                                | Glencore Funding LLC                                                             | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3134386.45   | 0.09%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                               | Global Payments, Inc.                                                            | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   9107000 | PA      | $9117154.49   | 0.25%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Global Atlantic Fin Co.                                             | Global Atlantic Fin Co.                                                          | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $5149022.46   | 0.14%             | 2056-03-01      | Variable      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                   | GLS Auto Receivables Issuer Trust, Series 2025-2A, Class C                       | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1840000 | PA      | $1859977.43   | 0.05%             | 2031-01-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                               | GM Financial Automobile Leasing Trust, Series 2025-3, Class A3                   | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4355000 | PA      | $4377718.73   | 0.12%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                     | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9131000 | PA      | $9064538.46   | 0.25%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                             | Golub Capital BDC, Inc.                                                          | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   4821000 | PA      | $5087270.53   | 0.14%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: —       |
| Golub Capital Private Credit Fund                                   | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1131998.68   | 0.03%             | 2028-08-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: —       |
| GNMA                                                                | GNMA, Series 2023-19, Class WB                                                   | CUSIP: 38383V4Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1727325 | PA      | $1788208.77   | 0.05%             | 2051-11-20      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                              | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A4                  | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690407 | PA      | $701671.35    | 0.02%             | 2059-10-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                           | HCA, Inc.                                                                        | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1087490.80   | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                           | HCA, Inc.                                                                        | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    690000 | PA      | $691489.60    | 0.02%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| HCA, Inc.                                                           | HCA, Inc.                                                                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149462.47    | 0.00%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Healthpeak OP LLC                                                   | Healthpeak OP LLC                                                                | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1020014.32   | 0.03%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                   | HSBC Holdings plc                                                                | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3260000 | PA      | $3358702.30   | 0.09%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                                   | HSBC Holdings plc                                                                | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2305000 | PA      | $2311304.20   | 0.06%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: —       |
| HSBC USA, Inc.                                                      | HSBC USA, Inc.                                                                   | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3161916.35   | 0.09%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| HPS Corporate Lending Fund                                          | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   2241000 | PA      | $2264913.62   | 0.06%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                          | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2951311.45   | 0.08%             | 2030-11-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: —       |
| Harley-Davidson Motorcycle Trust                                    | Harley-Davidson Motorcycle Trust, Series 2023-A, Class A3                        | CUSIP: 41285JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1784118 | PA      | $1789489.49   | 0.05%             | 2027-12-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                              | Hercules Capital, Inc.                                                           | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2313979.12   | 0.06%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                      | Hewlett Packard Enterprise Co.                                                   | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   6640000 | PA      | $6619686.91   | 0.18%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Hilton Grand Vacations Trust                                        | Hilton Grand Vacations Trust, Series 2022-2A, Class A                            | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198073 | PA      | $197481.46    | 0.01%             | 2037-01-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                        | Hilton Grand Vacations Trust, Series 2023-1A, Class A                            | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    356117 | PA      | $364337.26    | 0.01%             | 2038-01-25      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                              | Home Depot, Inc. (The)                                                           | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3165894.43   | 0.09%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Honda Motor Co. Ltd.                                                | Honda Motor Co. Ltd.                                                             | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   4270000 | PA      | $4323295.79   | 0.12%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: —       |
| Host Hotels & Resorts LP                                            | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3503077.82   | 0.10%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Host Hotels & Resorts LP                                            | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1416387.05   | 0.04%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Huntington Bancshares, Inc.                                         | Huntington Bancshares, Inc.                                                      | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2627000 | PA      | $2703056.98   | 0.07%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                                      | Huntington National Bank (The)                                                   | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2095769.92   | 0.06%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                            | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B1                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425106 | PA      | $429667.91    | 0.01%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                             | Hyundai Capital America                                                          | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    672000 | PA      | $641016.96    | 0.02%             | 2028-01-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: —       |
| Hyundai Capital America                                             | Hyundai Capital America                                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4920000 | PA      | $5040233.24   | 0.14%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: —       |
| Hyundai Capital America                                             | Hyundai Capital America                                                          | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2150738.80   | 0.06%             | 2028-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Hyundai Auto Receivables Trust                                      | Hyundai Auto Receivables Trust, Series 2025-B, Class A3                          | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2110000 | PA      | $2130143.33   | 0.06%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                      | Illumina, Inc.                                                                   | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   4705000 | PA      | $4749941.08   | 0.13%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                         | Imperial Brands Finance plc                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   5970000 | PA      | $6018070.68   | 0.16%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| ING Groep NV                                                        | ING Groep NV                                                                     | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1770000 | PA      | $1796480.30   | 0.05%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: —       |
| Intel Corp.                                                         | Intel Corp.                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    588000 | PA      | $599103.58    | 0.02%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Brightstar Lottery plc                                              | Brightstar Lottery plc                                                           | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   4145000 | PA      | $4135587.53   | 0.11%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| IPALCO Enterprises, Inc.                                            | IPALCO Enterprises, Inc.                                                         | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2352696.32   | 0.06%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                            | JBS USA Holding Lux Sarl                                                         | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    641000 | PA      | $599830.08    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| J.P. Morgan Chase Commercial Mortgage Securities Trust              | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2025-BMS, Class A | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3740000 | PA      | $3738827.14   | 0.10%             | 2042-01-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                | Jackson National Life Global Funding                                             | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6969157.67   | 0.19%             | 2028-06-05      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: —       |
| Jackson National Life Global Funding                                | Jackson National Life Global Funding                                             | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   5015000 | PA      | $4995558.40   | 0.14%             | 2030-09-09      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: —       |
| JBS USA Holding Lux Sarl                                            | JBS USA Holding Lux Sarl                                                         | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8330000 | PA      | $8290695.23   | 0.23%             | 2056-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| KBC Group NV                                                        | KBC Group NV                                                                     | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   9450000 | PA      | $9425801.95   | 0.26%             | 2031-09-23      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: —       |
| KKR & Co., Inc.                                                     | KKR & Co., Inc.                                                                  | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |   3477000 | PA      | $3477011.30   | 0.10%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Kentucky Utilities Co.                                              | Kentucky Utilities Co., Series KENT                                              | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3854669.90   | 0.11%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Kite Realty Group LP                                                | Kite Realty Group LP                                                             | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1253894.17   | 0.03%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                              | Kyndryl Holdings, Inc.                                                           | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1036672.90   | 0.03%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                  | LPL Holdings, Inc.                                                               | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3436773.31   | 0.09%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                   | LYB International Finance III LLC                                                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1766000 | PA      | $1772552.18   | 0.05%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| LAD Auto Receivables Trust                                          | LAD Auto Receivables Trust, Series 2025-1A, Class A3                             | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2930000 | PA      | $2953955.39   | 0.08%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                          | LAD Auto Receivables Trust, Series 2025-2A, Class A3                             | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7985000 | PA      | $8017065.36   | 0.22%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                               | Las Vegas Sands Corp.                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   6405000 | PA      | $6567015.37   | 0.18%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                | LXP Industrial Trust                                                             | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1992942.90   | 0.05%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                | LXP Industrial Trust                                                             | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    471000 | PA      | $411729.89    | 0.01%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Lincoln Financial Global Funding                                    | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   4860000 | PA      | $4906150.46   | 0.13%             | 2028-05-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                   | Lowe's Cos., Inc.                                                                | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   7870000 | PA      | $7805798.82   | 0.21%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| M&T Bank Corp.                                                      | M&T Bank Corp.                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3634250.13   | 0.10%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: —       |
| M&T Bank Auto Receivables Trust                                     | M&T Bank Auto Receivables Trust, Series 2025-1A, Class A3                        | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $947681.69    | 0.03%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                             | MPLX LP                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3343000 | PA      | $3329816.01   | 0.09%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| MSD Investment Corp.                                                | MSD Investment Corp.                                                             | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1625180.12   | 0.04%             | 2030-05-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| MSD Investment Corp.                                                | MSD Investment Corp.                                                             | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1110764.88   | 0.03%             | 2031-02-05      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                  | Macquarie Airfinance Holdings Ltd.                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   3625000 | PA      | $3679731.85   | 0.10%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1125676.16   | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XVII Ltd.                                                 | Magnetite XVII Ltd., Series 2016-17A, Class AR2                                  | CUSIP: 55954EAY5<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8522499.50   | 0.23%             | 2037-04-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Main Street Capital Corp.                                           | Main Street Capital Corp.                                                        | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   5085000 | PA      | $5112021.38   | 0.14%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd.                                                   | Marathon CLO Ltd., Series 2020-15A, Class A1R3                                   | CUSIP: 56579UBA3<br>LEI: 549300T57AS4PEWI4U14 | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $8755048.75   | 0.24%             | 2037-08-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Marex Group plc                                                     | Marex Group plc                                                                  | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   6085000 | PA      | $6183418.30   | 0.17%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: —       |
| MassMutual Global Funding II                                        | MassMutual Global Funding II                                                     | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   4628000 | PA      | $4737913.61   | 0.13%             | 2030-01-10      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                   | Merck & Co., Inc.                                                                | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   3202000 | PA      | $3251775.47   | 0.09%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Merck & Co., Inc.                                                   | Merck & Co., Inc.                                                                | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   5420000 | PA      | $5347573.84   | 0.15%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                  | MetroNet Infrastructure Issuer LLC, Series 2025-2A, Class A2                     | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   2595000 | PA      | $2622517.38   | 0.07%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue | Metropolitan Washington Airports Authority Dulles Toll Road Revenue, Series D    | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $7131752.40   | 0.20%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue | Metropolitan Washington Airports Authority Dulles Toll Road Revenue, Series D    | CUSIP: 592643BN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2474898.60   | 0.07%             | 2047-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                     | Microsoft Corp.                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4566072.35   | 0.13%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Microchip Technology, Inc.                                          | Microchip Technology, Inc.                                                       | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2066287.91   | 0.06%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Mid-America Apartments LP                                           | Mid-America Apartments LP                                                        | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   5482000 | PA      | $5474702.09   | 0.15%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group, Inc.                                        | Mizuho Financial Group, Inc.                                                     | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   8545000 | PA      | $8655327.23   | 0.24%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                      | Morgan Stanley                                                                   | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4630000 | PA      | $4062165.73   | 0.11%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                      | Morgan Stanley                                                                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2809042.31   | 0.08%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | Morgan Stanley                                                                   | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3989585.84   | 0.11%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | Morgan Stanley                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2836589.88   | 0.08%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                  | Morgan Stanley Direct Lending Fund                                               | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1248971.97   | 0.03%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                      | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   6770000 | PA      | $6862732.41   | 0.19%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Private Bank NA                                      | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   9774000 | PA      | $9799588.04   | 0.27%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                    | Mosaic Co. (The)                                                                 | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $2109993.01   | 0.06%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Mutual of Omaha Cos. Global Funding                                 | Mutual of Omaha Cos. Global Funding                                              | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1579136.96   | 0.04%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| NLG Global Funding                                                  | NLG Global Funding                                                               | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    390000 | PA      | $400856.21    | 0.01%             | 2030-01-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| NLG Global Funding                                                  | NLG Global Funding                                                               | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   8335000 | PA      | $8225293.56   | 0.23%             | 2030-09-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: —       |
| NGPL PipeCo LLC                                                     | NGPL PipeCo LLC                                                                  | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $4967782.43   | 0.14%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: —       |
| NXP BV                                                              | NXP BV                                                                           | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3593284.56   | 0.10%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                        | NY Commercial Mortgage Trust, Series 2025-299P, Class A                          | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    739000 | PA      | $776694.39    | 0.02%             | 2047-02-10      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                        | Nasdaq, Inc.                                                                     | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1270291.07   | 0.03%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                         | Nationwide Building Society                                                      | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   6790000 | PA      | $6792546.18   | 0.19%             | 2030-09-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: —       |
| NatWest Markets plc                                                 | NatWest Markets plc                                                              | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   6360000 | PA      | $6462667.76   | 0.18%             | 2028-03-21      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: —       |
| Navient Private Education Refi Loan Trust                           | Navient Private Education Refi Loan Trust, Series 2021-EA, Class A               | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3530724 | PA      | $3184337.56   | 0.09%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                           | Navient Private Education Refi Loan Trust, Series 2021-GA, Class A               | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3627899 | PA      | $3295434.26   | 0.09%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                              | New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1                  | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7268000 | PA      | $6067271.89   | 0.17%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| New Mountain Finance Corp.                                          | New Mountain Finance Corp.                                                       | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1864314.01   | 0.05%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| New York Life Global Funding                                        | New York Life Global Funding                                                     | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   8595000 | PA      | $8641586.10   | 0.24%             | 2028-07-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                               | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2210769.04   | 0.06%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings, Inc.                               | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4095000 | PA      | $4143660.76   | 0.11%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                               | NextGear Floorplan Master Owner Trust, Series 2025-2A, Class A2                  | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2805000 | PA      | $2810299.77   | 0.08%             | 2030-10-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| NiSource, Inc.                                                      | NiSource, Inc.                                                                   | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    485000 | PA      | $497232.60    | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Norinchukin Bank (The)                                              | Norinchukin Bank (The)                                                           | CUSIP: 656029AP0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   3380000 | PA      | $3402090.43   | 0.09%             | 2030-09-09      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: —       |
| North Haven Private Income Fund LLC                                 | North Haven Private Income Fund LLC                                              | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1881519.31   | 0.05%             | 2028-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| NSTAR Electric Co.                                                  | NSTAR Electric Co.                                                               | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1199863.34   | 0.03%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                          | Nuveen LLC                                                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1041318.17   | 0.03%             | 2030-01-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: —       |
| NYMT Loan Trust                                                     | NYMT Loan Trust, Series 2024-BPL2, Class A1                                      | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |   4393000 | PA      | $4432485.60   | 0.12%             | 2039-05-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                          | Occidental Petroleum Corp.                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2307295.64   | 0.06%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                            | Octane Receivables Trust, Series 2024-3A, Class A2                               | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540208 | PA      | $543143.41    | 0.01%             | 2030-05-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Octane Receivables Trust                                            | Octane Receivables Trust, Series 2025-1A, Class A2                               | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5220000 | PA      | $5223379.43   | 0.14%             | 2031-02-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                    | Omega Healthcare Investors, Inc.                                                 | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   5060000 | PA      | $5149476.08   | 0.14%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                         | ONEOK, Inc.                                                                      | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1274419.58   | 0.03%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| ONEOK, Inc.                                                         | ONEOK, Inc.                                                                      | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2160667.24   | 0.06%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ONEOK, Inc.                                                         | ONEOK, Inc.                                                                      | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5081000 | PA      | $5091725.28   | 0.14%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| OneMain Financial Issuance Trust                                    | OneMain Financial Issuance Trust, Series 2019-2A, Class A                        | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3625000 | PA      | $3573716.04   | 0.10%             | 2036-10-14      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                        | Oracle Corp.                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $923168.83    | 0.03%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                        | Oracle Corp.                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12155000 | PA      | $10769502.84  | 0.29%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| OWN Equipment Fund II LLC                                           | OWN Equipment Fund II LLC, Series 2025-1M, Class A                               | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2372558 | PA      | $2386392.89   | 0.07%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| PK Alift Loan Funding 7 LP                                          | PK Alift Loan Funding 7 LP, Series 2025-2, Class A                               | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1167259 | PA      | $1169459.23   | 0.03%             | 2043-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                            | PNC Financial Services Group, Inc. (The)                                         | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2671000 | PA      | $2724267.22   | 0.07%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                | PPG Industries, Inc.                                                             | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5843003.58   | 0.16%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| PPL Capital Funding, Inc.                                           | PPL Capital Funding, Inc.                                                        | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    472000 | PA      | $468909.43    | 0.01%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| PVH Corp.                                                           | PVH Corp.                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   4966000 | PA      | $5047592.82   | 0.14%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                        | Pacific Gas and Electric Co.                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $5168951.53   | 0.14%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| Pacific Gas and Electric Co.                                        | Pacific Gas and Electric Co.                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1871542.20   | 0.05%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Pacific Life Global Funding II                                      | Pacific Life Global Funding II                                                   | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   4620000 | PA      | $4721888.60   | 0.13%             | 2030-02-10      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                   | Philip Morris International, Inc.                                                | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1816000 | PA      | $1909121.45   | 0.05%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Phillips 66                                                         | Phillips 66                                                                      | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    624000 | PA      | $621630.33    | 0.02%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| Pine Street Trust III                                               | Pine Street Trust III                                                            | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2995000 | PA      | $3036155.25   | 0.08%             | 2054-05-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: —       |
| Plains All American Pipeline LP                                     | Plains All American Pipeline LP                                                  | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2994234.62   | 0.08%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                    | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2I                      | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   2475000 | PA      | $2485338.08   | 0.07%             | 2055-12-06      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Polaris, Inc.                                                       | Polaris, Inc.                                                                    | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2354331.09   | 0.06%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Pricoa Global Funding I                                             | Pricoa Global Funding I                                                          | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   5655000 | PA      | $5693306.35   | 0.16%             | 2032-08-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Procter & Gamble Co. (The)                                          | Procter & Gamble Co. (The)                                                       | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   6167000 | PA      | $6130587.69   | 0.17%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Prologis Targeted US Logistics Fund LP                              | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2064630.24   | 0.06%             | 2031-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Protective Life Corp.                                               | Protective Life Corp.                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   3414000 | PA      | $3424755.98   | 0.09%             | 2031-01-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                 | Public Service Co. of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3482200.06   | 0.10%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                  | RWE Finance US LLC                                                               | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   5802000 | PA      | $5673098.94   | 0.16%             | 2055-09-18      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                             | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   5310000 | PA      | $4460400.00   | 0.12%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Reach ABS Trust                                                     | Reach ABS Trust, Series 2024-2A, Class A                                         | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    519198 | PA      | $521324.21    | 0.01%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                  | Regional Management Issuance Trust, Series 2024-1, Class A                       | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    929000 | PA      | $946964.82    | 0.03%             | 2036-07-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                  | Regional Management Issuance Trust, Series 2024-2, Class A                       | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1865000 | PA      | $1879471.84   | 0.05%             | 2033-12-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Kite Realty Group Trust                                             | Kite Realty Group Trust                                                          | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2124000 | PA      | $2147453.02   | 0.06%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| RGA Global Funding                                                  | RGA Global Funding                                                               | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   8840000 | PA      | $8906962.82   | 0.24%             | 2032-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| RGA Global Funding                                                  | RGA Global Funding                                                               | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   5539000 | PA      | $5536631.41   | 0.15%             | 2030-11-25      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Rolls-Royce plc                                                     | Rolls-Royce plc                                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   3620000 | PA      | $3710875.94   | 0.10%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Roper Technologies, Inc.                                            | Roper Technologies, Inc.                                                         | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1886666.14   | 0.05%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | Royal Bank of Canada                                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1275000 | PA      | $1312626.64   | 0.04%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | Royal Bank of Canada                                                             | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  13930000 | PA      | $14065296.52  | 0.39%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: —       |
| SBL Holdings, Inc.                                                  | SBL Holdings, Inc.                                                               | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   8015000 | PA      | $7972528.35   | 0.22%             | 2028-09-26      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: —       |
| SFS Auto Receivables Securitization Trust                           | SFS Auto Receivables Securitization Trust, Series 2025-2A, Class A3              | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5965000 | PA      | $6015533.69   | 0.16%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                     | SBA Tower Trust                                                                  | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3130000 | PA      | $2823902.28   | 0.08%             | 2031-10-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                           | SCF Equipment Leasing LLC, Series 2025-1A, Class A3                              | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1980000 | PA      | $2021173.90   | 0.06%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                               | SBNA Auto Lease Trust, Series 2024-B, Class A3                                   | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1803182 | PA      | $1812772.91   | 0.05%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                           | SCF Equipment Leasing LLC, Series 2025-2A, Class A3                              | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5125000 | PA      | $5140657.39   | 0.14%             | 2036-06-20      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                              | Sammons Financial Group Global Funding                                           | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   7675000 | PA      | $7783770.48   | 0.21%             | 2030-06-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: —       |
| Sanofi SA                                                           | Sanofi SA                                                                        | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   5074000 | PA      | $5066255.35   | 0.14%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Santander UK Group Holdings plc                                     | Santander UK Group Holdings plc                                                  | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3200000 | PA      | $3191599.10   | 0.09%             | 2036-09-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: —       |
| Santander Holdings USA, Inc.                                        | Santander Holdings USA, Inc.                                                     | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1333810.62   | 0.04%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2024-3, Class A3                  | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2094043 | PA      | $2102411.67   | 0.06%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2025-2, Class A3                  | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10805000 | PA      | $10864170.34  | 0.30%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2025-1, Class A3                  | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3910000 | PA      | $3918506.21   | 0.11%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2025-1, Class C                   | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3081000 | PA      | $3117966.15   | 0.09%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2025-3, Class A2                  | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4172546 | PA      | $4185291.74   | 0.11%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2024-5, Class A3                  | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1452464 | PA      | $1454829.65   | 0.04%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2025-4, Class A3                  | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3325000 | PA      | $3337433.51   | 0.09%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                 | Santos Finance Ltd.                                                              | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   2432000 | PA      | $2418489.00   | 0.07%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                         | Schlumberger Holdings Corp.                                                      | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   4389000 | PA      | $4379412.27   | 0.12%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp.                                                    | Sealed Air Corp.                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   4545000 | PA      | $4448496.06   | 0.12%             | 2026-10-15      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: —       |
| 720 East CLO V Ltd.                                                 | 720 East CLO V Ltd., Series 2024-2A, Class A1                                    | CUSIP: 81789MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8514577.50   | 0.23%             | 2037-07-20      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                           | SFS Auto Receivables Securitization Trust, Series 2025-1A, Class A3              | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910000 | PA      | $919664.38    | 0.03%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Shentel Issuer LLC                                                  | Shentel Issuer LLC, Series 2025-1A, Class A2                                     | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6270000 | PA      | $6326721.56   | 0.17%             | 2055-12-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                               | Silgan Holdings, Inc.                                                            | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2330021.55   | 0.06%             | 2026-04-01      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                           | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1902978.06   | 0.05%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: —       |
| Societe Generale SA                                                 | Societe Generale SA                                                              | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   7330000 | PA      | $7555176.13   | 0.21%             | 2031-05-22      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: —       |
| SoftBank Corp.                                                      | SoftBank Corp.                                                                   | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   3376000 | PA      | $3386629.30   | 0.09%             | 2030-07-09      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: —       |
| SoFi Consumer Loan Program Trust                                    | SoFi Consumer Loan Program Trust, Series 2025-2, Class A                         | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1371745 | PA      | $1379656.22   | 0.04%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Syensqo Finance America LLC                                         | Syensqo Finance America LLC                                                      | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   7891000 | PA      | $8231803.77   | 0.23%             | 2034-06-04      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: —       |
| Sonoco Products Co.                                                 | Sonoco Products Co.                                                              | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4717538.51   | 0.13%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Southern California Edison Co.                                      | Southern California Edison Co.                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2157802.92   | 0.06%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                      | Southern Co. Gas Capital Corp., Series 20-A                                      | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $2760414.32   | 0.08%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Southwest Airlines Co.                                              | Southwest Airlines Co.                                                           | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $4043442.75   | 0.11%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Sprint Capital Corp.                                                | Sprint Capital Corp.                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    195000 | PA      | $209260.16    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Stellantis Finance US, Inc.                                         | Stellantis Finance US, Inc.                                                      | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $4168434.58   | 0.11%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: —       |
| Stellantis Financial Underwritten Enhanced Lease Trust              | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-CA, Class A3 | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9585000 | PA      | $9598774.60   | 0.26%             | 2029-04-20      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                              | Stellantis Financial Services US Corp.                                           | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7100000 | PA      | $7197558.76   | 0.20%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: —       |
| Stellantis Financial Underwritten Enhanced Lease Trust              | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-BA, Class A3 | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5340000 | PA      | $5368595.70   | 0.15%             | 2029-01-22      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                            | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   6340000 | PA      | $6403470.50   | 0.18%             | 2028-05-23      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| TD SYNNEX Corp.                                                     | TD SYNNEX Corp.                                                                  | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3533574.69   | 0.10%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                 | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1235486.86   | 0.03%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: —       |
| Carlyle Secured Lending, Inc.                                       | Carlyle Secured Lending, Inc.                                                    | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2825423.10   | 0.08%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                  | T-Mobile USA, Inc.                                                               | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $1778146.08   | 0.05%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                  | T-Mobile USA, Inc.                                                               | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $510493.58    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                  | T-Mobile USA, Inc.                                                               | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2561000 | PA      | $2425702.34   | 0.07%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| TPG Operating Group II LP                                           | TPG Operating Group II LP                                                        | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   6095000 | PA      | $6075152.55   | 0.17%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Targa Resources Partners LP                                         | Targa Resources Partners LP                                                      | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500372.86   | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                         | Targa Resources Partners LP                                                      | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1273739.97   | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                               | Targa Resources Corp.                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3661854.85   | 0.10%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Textainer Marine Containers VII Ltd.                                | Textainer Marine Containers VII Ltd., Series 2020-2A, Class A                    | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   2052917 | PA      | $1948998.23   | 0.05%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                                | Textainer Marine Containers VII Ltd., Series 2021-2A, Class A                    | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   2365667 | PA      | $2240580.92   | 0.06%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| TIF Funding III LLC                                                 | TIF Funding III LLC, Series 2024-1A, Class A                                     | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3480212 | PA      | $3493299.14   | 0.10%             | 2049-04-20      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                           | Toyota Motor Credit Corp.                                                        | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5123000 | PA      | $5170686.01   | 0.14%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Toyota Lease Owner Trust                                            | Toyota Lease Owner Trust, Series 2025-B, Class A3                                | CUSIP: 89240NAD4<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-O            | CORP              | US        |   3830000 | PA      | $3839435.21   | 0.11%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Tricon American Homes Trust                                         | Tricon American Homes Trust, Series 2019-SFR1, Class A                           | CUSIP: 89612LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7497035 | PA      | $7466719.51   | 0.20%             | 2038-03-17      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                         | Truist Bank                                                                      | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   7125000 | PA      | $7165811.72   | 0.20%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: —       |
| Truist Bank                                                         | Truist Bank                                                                      | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   4795000 | PA      | $4791342.42   | 0.13%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS Group AG                                                                     | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $10080875.30  | 0.28%             | 2028-05-12      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: —       |
| UBS Group AG                                                        | UBS Group AG                                                                     | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10538000 | PA      | $10548110.05  | 0.29%             | 2033-11-06      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                          | US Bank NA, Series 2023-1, Class B                                               | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| USB Auto Owner Trust                                                | USB Auto Owner Trust, Series 2025-1A, Class A3                                   | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $877075.71    | 0.02%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                  | United Airlines Pass-Through Trust, Series 2020-1, Class A                       | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3502601 | PA      | $3591397.73   | 0.10%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                               | United Airlines, Inc.                                                            | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    817000 | PA      | $815979.40    | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| United Airlines, Inc.                                               | United Airlines, Inc.                                                            | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   3032000 | PA      | $3018849.00   | 0.08%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| United Airlines Pass-Through Trust                                  | United Airlines Pass-Through Trust, Series 2020-1, Class B                       | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12602 | PA      | $12602.04     | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                  | United Airlines Pass-Through Trust, Series 2024-1, Class AA                      | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2655184 | PA      | $2729677.07   | 0.07%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                  | United Airlines Pass-Through Trust, Series 2024-1, Class A                       | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2896564 | PA      | $2967162.92   | 0.08%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                               | United Mexican States                                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   4670000 | PA      | $4627970.00   | 0.13%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $18602148.38  | 0.51%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30860000 | PA      | $23865870.47  | 0.65%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $4606601.58   | 0.13%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $35900391.00  | 0.98%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12661900 | PA      | $8543320.23   | 0.23%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $12562734.42  | 0.34%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54800000 | PA      | $33248187.50  | 0.91%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $40485156.25  | 1.11%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6375000 | PA      | $4454531.25   | 0.12%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $9590820.37   | 0.26%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6200000 | PA      | $5577578.16   | 0.15%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $16147265.58  | 0.44%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58097000 | PA      | $57039453.34  | 1.56%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bond                                                               | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70491100 | PA      | $66487425.45  | 1.82%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bond                                                               | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54195000 | PA      | $53106866.29  | 1.45%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13355000 | PA      | $12864099.45  | 0.35%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16215000 | PA      | $16132658.28  | 0.44%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15775000 | PA      | $15501402.34  | 0.42%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33223000 | PA      | $33544847.81  | 0.92%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22957000 | PA      | $22117634.69  | 0.61%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20308000 | PA      | $20620552.71  | 0.56%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14817000 | PA      | $15039833.75  | 0.41%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10380000 | PA      | $10465959.38  | 0.29%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 136934700 | PA      | $137918918.16 | 3.78%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 111485000 | PA      | $111014672.66 | 3.04%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18306000 | PA      | $18310290.56  | 0.50%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84761000 | PA      | $83542560.63  | 2.29%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22079000 | PA      | $21856485.19  | 0.60%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                            | UnitedHealth Group, Inc.                                                         | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2781698.88   | 0.08%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| University of Michigan                                              | University of Michigan, Series C                                                 | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3285000 | PA      | $2752129.31   | 0.08%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Valero Energy Partners LP                                           | Valero Energy Partners LP                                                        | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322175.71    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Var Energi ASA                                                      | Var Energi ASA                                                                   | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   3815623 | PA      | $3846373.07   | 0.11%             | 2027-05-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Var Energi ASA                                                      | Var Energi ASA                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $1058970.73   | 0.03%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                          | Verus Securitization Trust, Series 2021-3, Class A1                              | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2160388 | PA      | $1905918.56   | 0.05%             | 2066-06-25      | Variable      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                    | Paramount Global                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $2939249.79   | 0.08%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                  | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2703156.38   | 0.07%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                     | Virginia Electric and Power Co., Series D                                        | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   6170000 | PA      | $5992569.93   | 0.16%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Vistra Operations Co. LLC                                           | Vistra Operations Co. LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5957940.00   | 0.16%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| VMware LLC                                                          | VMware LLC                                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2256928.58   | 0.06%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                   | Vornado Realty LP                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3362522.65   | 0.09%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| Wellington Management CLO 3 Ltd.                                    | Wellington Management CLO 3 Ltd., Series 2024-3A, Class A1                       | CUSIP: 949575AA2<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |   1350000 | PA      | $1353601.80   | 0.04%             | 2037-07-18      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Wellington Management CLO 3 Ltd.                                    | Wellington Management CLO 3 Ltd., Series 2024-3A, Class B                        | CUSIP: 949575AC8<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500886.50    | 0.01%             | 2037-07-18      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                   | Wells Fargo & Co.                                                                | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4986221.65   | 0.14%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                   | Wells Fargo & Co.                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2800010.49   | 0.08%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                   | Wells Fargo & Co.                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3183000 | PA      | $3162307.32   | 0.09%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                   | Wells Fargo & Co.                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5665000 | PA      | $5894048.07   | 0.16%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                   | Wells Fargo & Co.                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3572445.21   | 0.10%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                   | Wells Fargo & Co.                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $4087635.90   | 0.11%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Western-Southern Global Funding                                     | Western-Southern Global Funding                                                  | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   5358000 | PA      | $5397986.00   | 0.15%             | 2028-07-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Western-Southern Global Funding                                     | Western-Southern Global Funding                                                  | CUSIP: 95954A2C6<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   8440000 | PA      | $8390240.21   | 0.23%             | 2032-12-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Westlake Corp.                                                      | Westlake Corp.                                                                   | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   4730000 | PA      | $4653479.86   | 0.13%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2023-4A, Class A3                  | CUSIP: 96041AAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381173 | PA      | $381717.47    | 0.01%             | 2027-07-15      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2025-2A, Class A3                  | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1690000 | PA      | $1698751.67   | 0.05%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2024-3A, Class A3                  | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3009611.10   | 0.08%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2025-3A, Class A3                  | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2408150.64   | 0.07%             | 2029-06-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2025-1A, Class A3                  | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2675000 | PA      | $2689656.59   | 0.07%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2025-1A, Class C                   | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1769000 | PA      | $1787649.86   | 0.05%             | 2030-10-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                    | Wheels Fleet Lease Funding 1 LLC, Series 2024-2A, Class A1                       | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   3103419 | PA      | $3133982.30   | 0.09%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                      | Wheels Fleet Lease Funding LLC, Series 2025-3A, Class A1                         | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   3605000 | PA      | $3614338.03   | 0.10%             | 2040-09-18      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Willis North America, Inc.                                          | Willis North America, Inc.                                                       | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   4323000 | PA      | $4328376.86   | 0.12%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                       | Wise CLO Ltd., Series 2024-2A, Class A                                           | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8514382.00   | 0.23%             | 2037-07-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| World Omni Select Auto Trust                                        | World Omni Select Auto Trust, Series 2024-A, Class A2A                           | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69780 | PA      | $69823.04     | 0.00%             | 2028-02-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust                                        | World Omni Select Auto Trust, Series 2024-A, Class A3                            | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1256260.50   | 0.03%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                   | World Omni Auto Receivables Trust, Series 2024-C, Class A3                       | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2424000 | PA      | $2438435.65   | 0.07%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                   | World Omni Auto Receivables Trust, Series 2025-C, Class A3                       | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6335000 | PA      | $6370462.70   | 0.17%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                   | Xcel Energy, Inc.                                                                | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1539702.10   | 0.04%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Zayo Issuer LLC                                                     | Zayo Issuer LLC, Series 2025-2A, Class A2                                        | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7765000 | PA      | $7963658.98   | 0.22%             | 2055-06-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Nationwide Variable Insurance Trust

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer