# EDGAR Filing Document

**Accession Number:** 0000353905
**File Stem:** 0002071691-26-002936
**Filing Date:** 2026-2
**Character Count:** 252835
**Document Hash:** aa05bda8422b2754fb4edc8bed76b27e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-002936.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0002071691-26-002936

**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:** 26663960

**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 DoubleLine Total Return Tactical Fund (Series ID: S000058808)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000192909 | Class I      |  |
| C000192910 | Class II     |  |
| C000192911 | Class Y      |  |

## 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 DoubleLine Total Return Tactical Fund

- **b. EDGAR series identifier (if any):** S000058808

- **c. LEI of Series:** 549300CN9NOZ0GD19B89

**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:** $104398114.22

**Total Liabilities:** $141356.88

**Net Assets:** $104256757.34

**Cash Not Reported:** $2347566.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 27.47202700 | **1-Year:** 1315.47231700 | **5-Year:** 8410.94987900 | **10-Year:** 10655.12189800 | **30-Year:** 4493.93947600

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

- **3-Month:** 12.74112200 | **1-Year:** 445.57657700 | **5-Year:** 1512.55792700 | **10-Year:** 388.75738100 | **30-Year:** 92.76143100

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000192909 | 0.46%                | 0.91%                | -0.14%               |
| Class ID C000192910 | 0.35%                | 0.82%                | -0.05%               |
| Class ID C000192911 | 0.47%                | 0.82%                | -0.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-110825.14              | $216101.94                                 |
| Month 2  | $18792.03                | $293478.70                                 |
| Month 3  | $3816.81                 | $-306107.57                                |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP Texas, Inc.                                           | AEP Texas, Inc.                                                                 | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17599.37     | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Acrec Fl LLC                                              | Acrec Fl LLC, Series 2025-FL3, Class A                                          | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99781.23     | 0.10%             | 2042-08-18      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                | AMSR Trust, Series 2024-SFR1, Class B                                           | CUSIP: 00179CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    746000 | PA      | $734581.50    | 0.70%             | 2041-07-17      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                               | APH Somerset Investor 2 LLC                                                     | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15149.76     | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AREIT Ltd.                                                | AREIT Ltd., Series 2025-CRE10, Class A                                          | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99906.33     | 0.10%             | 2029-12-17      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                      | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68399.60     | 0.07%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                              | AbbVie, Inc.                                                                    | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30096.02     | 0.03%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                              | Acrisure LLC                                                                    | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25752.70     | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ACRES LLC                                                 | ACRES LLC, Series 2025-FL3, Class A                                             | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50062.51     | 0.05%             | 2040-08-18      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Acushnet Co.                                              | Acushnet Co.                                                                    | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15168.54     | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Agree LP                                                  | Agree LP                                                                        | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20906.16     | 0.02%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                      | Alliant Energy Corp.                                                            | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14972.67     | 0.01%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                         | Alliant Holdings Intermediate LLC                                               | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41227.47     | 0.04%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                               | Allied Universal Holdco LLC                                                     | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63232.72     | 0.06%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                          | Altice France SA                                                                | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $9589.39      | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                    | Amentum Holdings, Inc.                                                          | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15811.26     | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                   | American Airlines, Inc.                                                         | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20917.84     | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                       | American Axle & Manufacturing, Inc.                                             | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15276.88     | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                       | American Axle & Manufacturing, Inc.                                             | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10185.79     | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                            | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79352.03     | 0.08%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45434.12     | 0.04%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                      | American Tower Corp.                                                            | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7424.90      | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                      | American Tower Corp.                                                            | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32006.94     | 0.03%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                               | Amgen, Inc.                                                                     | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47808.42     | 0.05%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                            | Amphenol Corp.                                                                  | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     49000 | PA      | $46810.39     | 0.04%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2025-6, Class M1A                              | CUSIP: 034937AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $918564.48    | 0.88%             | 2070-04-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2025-13, Class M1                              | CUSIP: 034952AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $701836.17    | 0.67%             | 2070-10-25      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                              | Antero Midstream Partners LP                                                    | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12090.73     | 0.01%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AppLovin Corp.                                            | AppLovin Corp.                                                                  | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15554.55     | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                          | ArcelorMittal SA                                                                | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     16000 | PA      | $17199.99     | 0.02%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                | Arizona Public Service Co.                                                      | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69137.71     | 0.07%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                   | Arrow Electronics, Inc.                                                         | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35797.76     | 0.03%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                  | Arthur J Gallagher & Co.                                                        | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16372.39     | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                     | Athene Global Funding                                                           | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14000.90     | 0.01%             | 2029-10-08      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                     | Athene Global Funding                                                           | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18134.41     | 0.02%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Atlassian Corp.                                           | Atlassian Corp.                                                                 | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19527.72     | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                            | AutoZone, Inc.                                                                  | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30939.99     | 0.03%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                | Aviation Capital Group LLC                                                      | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20473.51     | 0.02%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Avnet, Inc.                                               | Avnet, Inc.                                                                     | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63177.62     | 0.06%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     54000 | PA      | $55837.67     | 0.05%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      9000 | PA      | $8942.07      | 0.01%             | 2031-01-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                       | Azorra Finance Ltd.                                                             | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     15000 | PA      | $15838.79     | 0.02%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                       | Azorra Finance Ltd.                                                             | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     25000 | PA      | $26195.81     | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                      | BBCMS Mortgage Trust, Series 2020-C6, Class XA                                  | CUSIP: 05492TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1854334 | PA      | $62081.06     | 0.06%             | 2053-02-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                      | BBCMS Mortgage Trust, Series 2025-5C37, Class A3                                | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49000 | PA      | $50125.35     | 0.05%             | 2058-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                      | BBCMS Mortgage Trust, Series 2022-C18, Class XD                                 | CUSIP: 054975AM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $135198.60    | 0.13%             | 2055-12-15      | Variable      | 2.17%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                         | BAT Capital Corp.                                                               | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     38000 | PA      | $31522.01     | 0.03%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                         | BAT Capital Corp.                                                               | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32290.49     | 0.03%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                      | BBCMS Mortgage Trust, Series 2021-C12, Class XA                                 | CUSIP: 05552XBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2637775 | PA      | $100225.44    | 0.10%             | 2054-11-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                      | BBCMS Mortgage Trust, Series 2025-5C38, Class A3                                | CUSIP: 05556RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51000 | PA      | $52465.39     | 0.05%             | 2058-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                 | BPR Trust, Series 2021-TY, Class A                                              | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99969.28     | 0.10%             | 2038-09-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                            | BSTN Commercial Mortgage Trust, Series 2025-HUB, Class A                        | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100395.52    | 0.10%             | 2041-04-13      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd.                                                 | BXMT Ltd., Series 2021-FL4, Class A                                             | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     74711 | PA      | $74323.81     | 0.07%             | 2038-05-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                              | BX Commercial Mortgage Trust, Series 2021-XL2, Class D                          | CUSIP: 05609KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $69913.25     | 0.07%             | 2038-10-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                              | BX Commercial Mortgage Trust, Series 2024-MF, Class D                           | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88545 | PA      | $88764.22     | 0.09%             | 2039-02-15      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-ARIA, Class C                                             | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100679.24    | 0.10%             | 2042-12-13      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                | Banco Internacional del Peru SAA Interbank                                      | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $157500.00    | 0.15%             | 2035-04-30      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                              | Banco Mercantil del Norte SA                                                    | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $210000.00    | 0.20%             | 2031-05-20      | Variable      | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                            | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     62000 | PA      | $61142.83     | 0.06%             | 2031-09-30      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                      | BANK, Series 2017-BNK6, Class XA                                                | CUSIP: 060352AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3397950 | PA      | $27427.91     | 0.03%             | 2060-07-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                           | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25001.27     | 0.02%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                           | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28133.94     | 0.03%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                           | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16671.22     | 0.02%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                       | Bank of New York Mellon Corp. (The)                                             | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24874.55     | 0.02%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK                                                      | BANK, Series 2018-BN10, Class XA                                                | CUSIP: 065404BF1<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |   2636512 | PA      | $30623.88     | 0.03%             | 2061-02-15      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| BANK                                                      | BANK, Series 2020-BN30, Class XB                                                | CUSIP: 06541UCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3036000 | PA      | $91341.10     | 0.09%             | 2053-12-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                       | Bausch + Lomb Corp.                                                             | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31312.50     | 0.03%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                  | Bausch Health Cos., Inc.                                                        | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $7000.00      | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                  | Bausch Health Cos., Inc.                                                        | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      1000 | PA      | $1010.00      | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                      | BBCMS Mortgage Trust, Series 2025-C32, Class XA                                 | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    998676 | PA      | $81994.01     | 0.08%             | 2062-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                  | Bear Stearns ALT-A Trust, Series 2006-1, Class 11A1                             | CUSIP: 07386HA92<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         3 | PA      | $2.68         | 0.00%             | 2036-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada               | Bell Telephone Co. of Canada or Bell Canada                                     | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $18571.19     | 0.02%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                  | Benchmark Mortgage Trust, Series 2020-B19, Class XA                             | CUSIP: 08162WBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1121357 | PA      | $51869.05     | 0.05%             | 2053-09-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                  | Benchmark Mortgage Trust, Series 2021-B27, Class XA                             | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1938193 | PA      | $90340.73     | 0.09%             | 2054-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                  | Benchmark Mortgage Trust, Series 2025-V19, Class A3                             | CUSIP: 08164DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103292.54    | 0.10%             | 2058-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                  | Benchmark Mortgage Trust, Series 2025-V18, Class A3                             | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102980.34    | 0.10%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                  | Benchmark Mortgage Trust, Series 2025-V16, Class A3                             | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103918.77    | 0.10%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                  | Benchmark Mortgage Trust, Series 2024-V8, Class A1                              | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82915 | PA      | $84371.07     | 0.08%             | 2057-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                  | Benchmark Mortgage Trust, Series 2025-V17, Class A3                             | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48000 | PA      | $49180.40     | 0.05%             | 2058-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                              | Biogen, Inc.                                                                    | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67057.23     | 0.06%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                         | Black Hills Corp.                                                               | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30926.92     | 0.03%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Ltd.                  | Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class B               | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477620 | PA      | $458944.97    | 0.44%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Block Financial LLC                                       | Block Financial LLC                                                             | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $71457.72     | 0.07%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                        | BMO Mortgage Trust, Series 2024-5C7, Class AS                                   | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $51383.11     | 0.05%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                        | BMO Mortgage Trust, Series 2025-5C12, Class AS                                  | CUSIP: 09663VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49000 | PA      | $50213.92     | 0.05%             | 2058-10-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                        | BMO Mortgage Trust, Series 2025-5C13, Class AS                                  | CUSIP: 09664JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $154387.95    | 0.15%             | 2058-12-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust                           | BRAVO Residential Funding Trust, Series 2025-NQM9, Class M1                     | CUSIP: 10569WAF8<br>LEI: 254900XY2WSFF1Q6S467 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1010329.10   | 0.97%             | 2065-09-25      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                            | Broadcom, Inc.                                                                  | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     89000 | PA      | $72400.16     | 0.07%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                       | Brown & Brown, Inc.                                                             | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12477.81     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                       | Buckeye Partners LP                                                             | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62412.72     | 0.06%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                | Builders FirstSource, Inc.                                                      | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31017.96     | 0.03%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                | Builders FirstSource, Inc.                                                      | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15682.72     | 0.02%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                  | Bunge Ltd. Finance Corp.                                                        | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34341.25     | 0.03%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27534.86     | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                          | CCO Holdings LLC                                                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19972.51     | 0.02%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                          | CCO Holdings LLC                                                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28651.46     | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                          | CCO Holdings LLC                                                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8502.74      | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                          | CCO Holdings LLC                                                                | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18278.84     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCL Industries, Inc.                                      | CCL Industries, Inc.                                                            | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $31107.07     | 0.03%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| CD Mortgage Trust                                         | CD Mortgage Trust, Series 2017-CD6, Class XA                                    | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4141858 | PA      | $47750.65     | 0.05%             | 2050-11-13      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                           | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class XA                       | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    696168 | PA      | $516.83       | 0.00%             | 2058-05-10      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                            | Community Health Systems, Inc.                                                  | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19994.30     | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                           | CHL Mortgage Pass-Through Trust, Series 2006-20, Class 1A36                     | CUSIP: 12544ABM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1023285 | PA      | $423808.80    | 0.41%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                 | CIM Trust, Series 2023-R4, Class A1                                             | CUSIP: 12569UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    697847 | PA      | $697396.32    | 0.67%             | 2062-05-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2025-VII Ltd.                                | CIFC Funding Ltd., Series 2025-7A, Class D1                                     | CUSIP: 12575VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500296.50    | 0.48%             | 2039-01-22      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corp.                                          | CMS Energy Corp.                                                                | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16452.32     | 0.02%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class XA                     | CUSIP: 12595JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4941933 | PA      | $63096.13     | 0.06%             | 2050-11-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL Commercial Mortgage Trust, Series 2016-C6, Class XA                       | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    349547 | PA      | $3.50         | 0.00%             | 2049-01-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                 | CRH America Finance, Inc.                                                       | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35058.02     | 0.03%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                 | CSX Corp.                                                                       | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56238.78     | 0.05%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                | CSMC Trust, Series 2017-CALI, Class F                                           | CUSIP: 12652FAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $23205.00     | 0.02%             | 2032-11-10      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| CSMC Trust                                                | CSMC, Series 2021-B33, Class A1                                                 | CUSIP: 12658WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85095 | PA      | $81408.50     | 0.08%             | 2043-10-10      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                    | Alternative Loan Trust, Series 2005-64CB, Class 1A12                            | CUSIP: 12668AZX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700504 | PA      | $591783.46    | 0.57%             | 2035-12-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                  | CACI International, Inc.                                                        | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10346.79     | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                               | Caesars Entertainment, Inc.                                                     | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29173.47     | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Campbell's Co. (The)                                      | Campbell's Co. (The)                                                            | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13240.78     | 0.01%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                     | Cardinal Health, Inc.                                                           | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     71000 | PA      | $63994.96     | 0.06%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                       | Carlisle Cos., Inc.                                                             | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12160.66     | 0.01%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                            | Carnival Corp.                                                                  | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     11000 | PA      | $11358.49     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                            | Carnival Corp.                                                                  | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     30000 | PA      | $30987.12     | 0.03%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                            | Carnival Corp.                                                                  | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     30000 | PA      | $30788.43     | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                            | Carnival Corp.                                                                  | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     10000 | PA      | $10110.89     | 0.01%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                  | Celanese US Holdings LLC                                                        | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10050.00     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                  | Celanese US Holdings LLC                                                        | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9947.53      | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                              | Chase Mortgage Finance Trust, Series 2007-S5, Class 1A10                        | CUSIP: 161631AK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1 | PA      | $0.59         | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                               | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14606.39     | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                     | Cheniere Energy, Inc.                                                           | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55905.11     | 0.05%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                     | Cheniere Energy, Inc.                                                           | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16598.08     | 0.02%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                        | Cipher Compute LLC                                                              | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15277.24     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                                 | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30641.54     | 0.03%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                                 | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20061.90     | 0.02%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                                 | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15929.78     | 0.02%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc., Series GG                                                      | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17664.79     | 0.02%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                         | Clarios Global LP                                                               | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36533.35     | 0.04%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                         | Clarios Global LP                                                               | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41479.70     | 0.04%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                      | Clear Channel Outdoor Holdings, Inc.                                            | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9929.51      | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                      | Clear Channel Outdoor Holdings, Inc.                                            | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20942.87     | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                | Cloud Software Group, Inc.                                                      | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10415.10     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                | Cloud Software Group, Inc.                                                      | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14865.86     | 0.01%             | 2033-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                     | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30848.23     | 0.03%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Colonial Enterprises, Inc.                                | Colonial Enterprises, Inc.                                                      | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18139.64     | 0.02%             | 2035-11-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                   | Commonwealth Edison Co.                                                         | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69632.95     | 0.07%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                             | CommScope LLC                                                                   | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5050.20      | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Consumers Energy Co.                                      | Consumers Energy Co.                                                            | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19209.34     | 0.02%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                           | CoreWeave, Inc.                                                                 | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13946.59     | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                         | Cornerstone Building Brands, Inc.                                               | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11100.00     | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Dcli Bidco LLC                                            | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25697.94     | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                            | DTE Energy Co.                                                                  | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43718.63     | 0.04%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                        | DT Midstream, Inc.                                                              | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15789.07     | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DataBank Issuer                                           | DataBank Issuer, Series 2021-1A, Class A2                                       | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $154299.31    | 0.15%             | 2051-02-27      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| DataBank Issuer II LLC                                    | DataBank Issuer II LLC, Series 2025-1A, Class A2                                | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98503.91     | 0.09%             | 2055-09-27      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Dealer Tire LLC                                           | Dealer Tire LLC                                                                 | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15011.88     | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Dell, Inc.                                                | Dell, Inc.                                                                      | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15020.61     | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                     | DirecTV Financing LLC                                                           | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21123.27     | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                            | DISH DBS Corp.                                                                  | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8875.04      | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                            | DISH DBS Corp.                                                                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14726.29     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC                                     | Directv Financing LLC                                                           | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20235.88     | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                             | Dornoch Debt Merger Sub, Inc.                                                   | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8657.33      | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| DoubleLine Floating Rate Fund                             | DoubleLine Floating Rate Fund, Class I                                          | CUSIP: 258620848<br>LEI: 5493004OMYPI8RQBET29 | Long             |  | RF                | US        |    112959 | NS      | $1013241.40   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                         | Duke Energy Corp.                                                               | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7945.49      | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                         | Duke Energy Corp.                                                               | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55372.14     | 0.05%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                           | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29987.27     | 0.03%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                            | EchoStar Corp.                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11058.01     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                            | Element Fleet Management Corp.                                                  | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $31682.46     | 0.03%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                                     | Elevance Health, Inc.                                                           | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     66000 | PA      | $59569.13     | 0.06%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                   | Ellucian Holdings, Inc.                                                         | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20393.02     | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                             | ELP Commercial Mortgage Trust, Series 2025-ELP, Class D                         | CUSIP: 290154AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100027.51    | 0.10%             | 2042-11-13      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                         | EMRLD Borrower LP                                                               | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31245.36     | 0.03%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                                          | Empower CLO Ltd., Series 2023-2A, Class AR                                      | CUSIP: 29247BAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499988.00    | 0.48%             | 2038-10-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                  | Energizer Holdings, Inc.                                                        | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14388.07     | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                             | Entergy Corp.                                                                   | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30448.65     | 0.03%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                     | Entergy Louisiana LLC                                                           | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19145.30     | 0.02%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                      | Entergy Arkansas LLC                                                            | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16125.77     | 0.02%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32949.64     | 0.03%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                             | Equinix, Inc.                                                                   | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     57000 | PA      | $35698.12     | 0.03%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                             | Equinix, Inc.                                                                   | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29794.11     | 0.03%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                   | Essential Properties LP                                                         | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17031.28     | 0.02%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                               | Evergy Kansas Central, Inc.                                                     | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31665.64     | 0.03%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                       | Expedia Group, Inc.                                                             | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $73591.26     | 0.07%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                    | Extra Space Storage LP                                                          | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31813.13     | 0.03%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                    | Extra Space Storage LP                                                          | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16173.13     | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                     | FMC GMSR Issuer Trust, Series 2020-GT1, Class A                                 | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $994592.40    | 0.95%             | 2026-01-25      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                      | Meta Platforms, Inc.                                                            | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52643.80     | 0.05%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC                                                                           | CUSIP: 3128MJ2H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342890 | PA      | $330740.81    | 0.32%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                | UMBS                                                                            | CUSIP: 3132DTJW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    522759 | PA      | $527422.27    | 0.51%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                | UMBS                                                                            | CUSIP: 3132DUT72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    857897 | PA      | $883787.13    | 0.85%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC                                                                           | CUSIP: 3132XSEH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1096638 | PA      | $1035284.75   | 0.99%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC                                                                           | CUSIP: 3132XTTT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    477367 | PA      | $448750.11    | 0.43%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC, Series 375, Class C1                                                     | CUSIP: 3133Q5AA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2191637 | PA      | $343336.37    | 0.33%             | 2051-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | FNMA ACES, Series 2020-M7, Class X2                                             | CUSIP: 3136B9DK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5093961 | PA      | $197705.80    | 0.19%             | 2031-03-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | FNMA, Series 2020-77, Class S                                                   | CUSIP: 3136BCVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5100817 | PA      | $226903.73    | 0.22%             | 2050-11-25      | Floating      | 0.28%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | FNMA ACES, Series 2022-M5, Class X                                              | CUSIP: 3136BLP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13031000 | PA      | $364281.61    | 0.35%             | 2034-01-01      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | FNMA ACES, Series 2022-M4, Class A1X                                            | CUSIP: 3136BLQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    954066 | PA      | $915058.31    | 0.88%             | 2030-05-25      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | FNMA, Series 2023-36                                                            | CUSIP: 3136BQDR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1845905 | PA      | $287226.56    | 0.28%             | 2052-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | FNMA, Series 2025-35, Class KY                                                  | CUSIP: 3136BVF45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1155000 | PA      | $1053798.21   | 1.01%             | 2046-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | FNMA, Series 2025-95, Class FG                                                  | CUSIP: 3136BXN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1070911 | PA      | $1073449.68   | 1.03%             | 2055-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC, Series 5004, Class LS                                                    | CUSIP: 3137FVB92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2177049 | PA      | $267448.94    | 0.26%             | 2050-07-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC, Series 5009, Class ZN                                                    | CUSIP: 3137FWFL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1514206 | PA      | $1034284.90   | 0.99%             | 2050-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC, Series 5025, Class GB                                                    | CUSIP: 3137FWU40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1626000 | PA      | $1072483.42   | 1.03%             | 2050-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC, Series 5129, Class TZ                                                    | CUSIP: 3137H1Q33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2011804 | PA      | $1054239.65   | 1.01%             | 2051-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC, Series 5131, Class IG                                                    | CUSIP: 3137H1TT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1584461 | PA      | $287300.04    | 0.28%             | 2051-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC, Series 5198, Class KZ                                                    | CUSIP: 3137H5LR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1759458 | PA      | $1091688.95   | 1.05%             | 2052-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC, Series 5524, Class FB                                                    | CUSIP: 3137HKVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1038579 | PA      | $1037027.67   | 0.99%             | 2055-04-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                            | CUSIP: 3138WLBF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    853667 | PA      | $773784.29    | 0.74%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | FNMA                                                                            | CUSIP: 3140HX7C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2100000 | PA      | $1930476.28   | 1.85%             | 2030-05-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | FNMA                                                                            | CUSIP: 3140LLTH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1866774 | PA      | $1951765.87   | 1.87%             | 2053-09-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                            | CUSIP: 3140QKYB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1119796 | PA      | $999255.14    | 0.96%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                            | CUSIP: 3140W0VV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    923395 | PA      | $944737.95    | 0.91%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                            | CUSIP: 3140XCDV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1168957 | PA      | $1008852.53   | 0.97%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                            | CUSIP: 3140XQS81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                            | CUSIP: 3140XRW92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    864855 | PA      | $890956.02    | 0.85%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                            | CUSIP: 31418CF66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    844812 | PA      | $737091.79    | 0.71%             | 2047-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | UMBS                                                                            | CUSIP: 31418D4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    935019 | PA      | $870050.11    | 0.83%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                | UMBS                                                                            | CUSIP: 31427NHA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1420876 | PA      | $1471548.27   | 1.41%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                | UMBS                                                                            | CUSIP: 31427QWN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1634358 | PA      | $1651549.45   | 1.58%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                | Fertitta Entertainment LLC                                                      | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9507.75      | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| First Industrial LP                                       | First Industrial LP                                                             | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40827.28     | 0.04%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                              | Fiserv, Inc.                                                                    | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26361.87     | 0.03%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                              | Fiserv, Inc.                                                                    | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31670.68     | 0.03%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                         | Flash Compute LLC                                                               | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19815.26     | 0.02%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Flex Ltd.                                                 | Flex Ltd.                                                                       | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     16000 | PA      | $15962.38     | 0.02%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                          | Florida Gas Transmission Co. LLC                                                | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12451.69     | 0.01%             | 2035-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                       | Flowers Foods, Inc.                                                             | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30076.37     | 0.03%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                               | FTAI Aviation Investors LLC                                                     | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10161.82     | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC STACR REMIC Trust, Series 2024-DNA3, Class M2                             | CUSIP: 35564NFA6<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $899442.00    | 0.86%             | 2044-10-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                             | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5263.32      | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                  | Full House Resorts, Inc.                                                        | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13031.25     | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp.                                                | GATX Corp.                                                                      | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16015.41     | 0.02%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                | GATX Corp.                                                                      | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18444.96     | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                | GCAT Trust, Series 2019-NQM3, Class M1                                          | CUSIP: 36167VAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $659739.15    | 0.63%             | 2059-11-25      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                         | GGAM Finance Ltd.                                                               | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     60000 | PA      | $62231.16     | 0.06%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust, Series 2016-GS4, Class XA                         | CUSIP: 36251XAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4823259 | PA      | $7518.50      | 0.01%             | 2049-11-10      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust, Series 2017-GS8, Class XA                         | CUSIP: 36254KAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4563879 | PA      | $53244.95     | 0.05%             | 2050-11-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust, Series 2018-GS9, Class C                          | CUSIP: 36255NAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $91602.99     | 0.09%             | 2051-03-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                                 | GPMT Ltd., Series 2021-FL3, Class A                                             | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13146 | PA      | $13138.16     | 0.01%             | 2035-07-16      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                          | GE HealthCare Technologies, Inc.                                                | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31573.05     | 0.03%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                | Garda World Security Corp.                                                      | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $45734.58     | 0.04%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                | Garda World Security Corp.                                                      | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30558.39     | 0.03%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                | Garda World Security Corp.                                                      | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15349.30     | 0.01%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                   | Genesee & Wyoming, Inc.                                                         | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61875.18     | 0.06%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                     | Global Payments, Inc.                                                           | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14908.98     | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                          | Global Aircraft Leasing Co. Ltd.                                                | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     90000 | PA      | $93334.41     | 0.09%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Goat Holdco LLC                                           | Goat Holdco LLC                                                                 | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20541.30     | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33906.11     | 0.03%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15598.72     | 0.01%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35914.20     | 0.03%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                 | GoodLeap Sustainable Home Solutions Trust, Series 2021-5CS, Class C             | CUSIP: 38237HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    452426 | PA      | $169990.03    | 0.16%             | 2048-10-20      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                      | GNMA, Series 2021-65                                                            | CUSIP: 38380R3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4624781 | PA      | $300848.92    | 0.29%             | 2063-08-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| GNMA                                                      | GNMA, Series 2021-52                                                            | CUSIP: 38380RJ84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4533706 | PA      | $245757.22    | 0.24%             | 2063-04-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| GNMA                                                      | GNMA, Series 2021-35                                                            | CUSIP: 38380RWA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4077793 | PA      | $293808.22    | 0.28%             | 2062-12-16      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| GNMA                                                      | GNMA, Series 2021-79                                                            | CUSIP: 38381DBP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4612164 | PA      | $296289.12    | 0.28%             | 2063-08-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| GNMA                                                      | GNMA, Series 2021-150                                                           | CUSIP: 38381DD56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5545002 | PA      | $418428.09    | 0.40%             | 2063-11-16      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| GNMA                                                      | GNMA, Series 2021-129                                                           | CUSIP: 38381DUB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5114707 | PA      | $359052.91    | 0.34%             | 2063-06-16      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| GNMA                                                      | GNMA, Series 2021-208                                                           | CUSIP: 38381EHE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6075187 | PA      | $325988.44    | 0.31%             | 2064-06-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| GNMA                                                      | GNMA, Series 2022-49                                                            | CUSIP: 38381EQ92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6308863 | PA      | $315956.06    | 0.30%             | 2064-03-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| GNMA                                                      | GNMA, Series 2024-29, Class AI                                                  | CUSIP: 38381KAC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7404187 | PA      | $425904.41    | 0.41%             | 2065-10-16      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| GNMA                                                      | GNMA, Series 2019-84, Class SA                                                  | CUSIP: 38381XCM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3458988 | PA      | $36116.34     | 0.03%             | 2049-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                      | GNMA, Series 2020-79, Class IN                                                  | CUSIP: 38382FZK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5914585 | PA      | $840372.03    | 0.81%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                      | GNMA, Series 2020-151, Class MI                                                 | CUSIP: 38382J3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2421681 | PA      | $348372.10    | 0.33%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                      | GNMA, Series 2021-30, Class KI                                                  | CUSIP: 38382NYE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2308296 | PA      | $380022.69    | 0.36%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                      | GNMA, Series 2021-57, Class IA                                                  | CUSIP: 38382QAV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2781782 | PA      | $402095.25    | 0.39%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                      | GNMA, Series 2022-61, Class EI                                                  | CUSIP: 38383PQQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3189181 | PA      | $519499.40    | 0.50%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co.                                       | Graham Holdings Co.                                                             | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25240.45     | 0.02%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                          | Gray Media, Inc.                                                                | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15566.53     | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                          | Gray Media, Inc.                                                                | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15327.43     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corp.                                             | Griffon Corp.                                                                   | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40077.92     | 0.04%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                              | Guardian Life Global Funding                                                    | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27571.56     | 0.03%             | 2030-04-28      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                           | Gulfport Energy Operating Corp.                                                 | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67124.27     | 0.06%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Gulfstream Natural Gas System LLC                         | Gulfstream Natural Gas System LLC                                               | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19473.37     | 0.02%             | 2035-07-23      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| HSI Asset Securitization Corp. Trust                      | HSI Asset Securitization Corp. Trust, Series 2007-NC1, Class A3                 | CUSIP: 40430TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372233 | PA      | $244000.39    | 0.23%             | 2037-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                    | Harvest Midstream I LP                                                          | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31271.52     | 0.03%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                       | Herc Holdings, Inc.                                                             | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15786.43     | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                       | Herc Holdings, Inc.                                                             | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5074.22      | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                       | Herc Holdings, Inc.                                                             | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5066.63      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                            | Hewlett Packard Enterprise Co.                                                  | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67402.57     | 0.06%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                       | Hilcorp Energy I LP                                                             | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14255.58     | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Amrize Finance US LLC                                     | Amrize Finance US LLC                                                           | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12269.79     | 0.01%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                            | Home Partners of America Trust, Series 2021-1, Class D                          | CUSIP: 437300AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    977567 | PA      | $886943.72    | 0.85%             | 2041-09-17      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America Trust                            | Home Partners of America Trust, Series 2021-1, Class F                          | CUSIP: 437300AL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    574464 | PA      | $519692.36    | 0.50%             | 2041-09-17      | Fixed         | 3.33%                 | Yes           |                  2 | On Loan: No      |
| Hubbell, Inc.                                             | Hubbell, Inc.                                                                   | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16890.11     | 0.02%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                      | Husky Injection Molding Systems Ltd.                                            | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     75000 | PA      | $78654.73     | 0.08%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                         | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55396.57     | 0.05%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Illumina, Inc.                                            | Illumina, Inc.                                                                  | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25238.79     | 0.02%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Trust                          | IndyMac IMSC Mortgage Loan Trust, Series 2007-HOA1, Class A11                   | CUSIP: 45670LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573650 | PA      | $390064.50    | 0.37%             | 2047-07-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd.                                          | Invesco CLO Ltd., Series 2021-3A, Class DR                                      | CUSIP: 46151VAJ0<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499397.50    | 0.48%             | 2034-10-22      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                               | IQVIA, Inc.                                                                     | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20028.25     | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                  | JBS USA Holding Lux Sarl                                                        | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     47000 | PA      | $44631.80     | 0.04%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust                    | J.P. Morgan Mortgage Acquisition Trust, Series 2006-RM1, Class A5               | CUSIP: 46629NAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1502277 | PA      | $664659.11    | 0.64%             | 2036-08-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60869.24     | 0.06%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26873.43     | 0.03%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33039.25     | 0.03%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19654.53     | 0.02%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15951.46     | 0.02%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                | JPMDB Commercial Mortgage Securities Trust, Series 2020-COR7, Class XA          | CUSIP: 46652JAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1188588 | PA      | $53145.80     | 0.05%             | 2053-05-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group, Inc.                            | Jacobs Engineering Group, Inc.                                                  | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     57000 | PA      | $60041.95     | 0.06%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                     | JetBlue Airways Corp.                                                           | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10074.61     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| KREF Ltd.                                                 | KREF Ltd., Series 2021-FL2, Class A                                             | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |     37288 | PA      | $37199.33     | 0.04%             | 2039-02-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                    | Kentucky Utilities Co.                                                          | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12092.58     | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15725.53     | 0.02%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                   | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15318.19     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                   | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15423.14     | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co. (The)                                          | Kroger Co. (The)                                                                | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29570.88     | 0.03%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                    | Kyndryl Holdings, Inc.                                                          | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     61000 | PA      | $48316.21     | 0.05%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LCM XV LP                                                 | LCM XV LP, Series 15A, Class DR                                                 | CUSIP: 50184NAQ5<br>LEI: 549300HV40B88JRNJD93 | Long             | ABS-CBDO         | CORP              | KY        |    187689 | PA      | $188333.15    | 0.18%             | 2030-07-20      | Floating      | 7.85%                 | Yes           |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                      | Laboratory Corp. of America Holdings                                            | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63433.22     | 0.06%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                         | Lamar Media Corp.                                                               | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19868.95     | 0.02%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy, Inc.                                        | Vital Energy, Inc.                                                              | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9852.84      | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                   | Level 3 Financing, Inc.                                                         | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30698.34     | 0.03%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Life Time, Inc.                                           | Life Time, Inc.                                                                 | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40980.44     | 0.04%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                        | Light & Wonder International, Inc.                                              | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25309.95     | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                    | LifePoint Health, Inc.                                                          | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21241.68     | 0.02%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                  | Lindblad Expeditions LLC                                                        | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15647.70     | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Lineage OP LP                                             | Lineage OP LP                                                                   | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34300.45     | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LoanCore                                                  | LoanCore Issuer LLC, Series 2025-CRE8, Class A                                  | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99999.97     | 0.10%             | 2042-08-17      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                     | Lockheed Martin Corp.                                                           | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34629.86     | 0.03%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                         | Lowe's Cos., Inc.                                                               | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15512.16     | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                  | MF1 Ltd., Series 2022-FL8, Class A                                              | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6493 | PA      | $6491.21      | 0.01%             | 2037-02-19      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| MF1 LLC                                                   | MF1 LLC, Series 2025-FL17, Class A                                              | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99812.57     | 0.10%             | 2040-02-18      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                        | Macquarie Airfinance Holdings Ltd.                                              | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $15205.80     | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                        | Macquarie Airfinance Holdings Ltd.                                              | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $15226.48     | 0.01%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                           | Madison IAQ LLC                                                                 | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49696.24     | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                | Warnermedia Holdings, Inc.                                                      | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4389.10      | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                | Warnermedia Holdings, Inc.                                                      | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7037.50      | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                | Warnermedia Holdings, Inc.                                                      | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9678.00      | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                 | Michaels Cos., Inc. (The)                                                       | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9613.58      | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                | Mars, Inc.                                                                      | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33868.36     | 0.03%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                              | Marriott International, Inc.                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31848.61     | 0.03%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                              | Marriott International, Inc.                                                    | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31066.98     | 0.03%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                  | Marvell Technology, Inc.                                                        | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $64150.84     | 0.06%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                              | MasTec, Inc.                                                                    | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31255.10     | 0.03%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASTR Asset-Backed Securities Trust                       | MASTR Asset-Backed Securities Trust, Series 2007-HE1, Class A3                  | CUSIP: 576457AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    601362 | PA      | $586087.04    | 0.56%             | 2037-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                     | Matador Resources Co.                                                           | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20283.30     | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Mattel, Inc.                                              | Mattel, Inc.                                                                    | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12083.21     | 0.01%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                          | McDonald's Corp.                                                                | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32035.51     | 0.03%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                               | McGraw-Hill Education, Inc.                                                     | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21101.14     | 0.02%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                         | Merck & Co., Inc.                                                               | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41412.46     | 0.04%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                   | Mavis Tire Express Services Topco Corp.                                         | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14851.19     | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                             | MetLife, Inc., Series G                                                         | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27418.43     | 0.03%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                  | AthenaHealth Group, Inc.                                                        | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34894.67     | 0.03%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                     | Miter Brands Acquisition Holdco, Inc.                                           | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30755.72     | 0.03%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                         | Molex Electronic Technologies LLC                                               | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37983.29     | 0.04%             | 2032-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust, Series 2019-L3, Class XA                        | CUSIP: 61691UBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2795326 | PA      | $55729.30     | 0.05%             | 2052-11-15      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15784.78     | 0.02%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34681.99     | 0.03%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley, Series I                                                        | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35881.82     | 0.03%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C33, Class XA   | CUSIP: 61767CAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2180510 | PA      | $27150.84     | 0.03%             | 2050-05-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                  | Motorola Solutions, Inc.                                                        | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26807.29     | 0.03%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                            | NCL Corp. Ltd.                                                                  | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $9962.16      | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                            | NCL Corp. Ltd.                                                                  | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $9995.79      | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                  | NGL Energy Operating LLC                                                        | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10379.64     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                           | NGPL PipeCo LLC                                                                 | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30358.67     | 0.03%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                          | NRG Energy, Inc.                                                                | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15296.99     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NXP BV                                                    | NXP BV                                                                          | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25131.59     | 0.02%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                   | Nabors Industries, Inc.                                                         | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10455.60     | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                   | Nabors Industries, Inc.                                                         | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9828.76      | 0.01%             | 2032-11-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| National Fuel Gas Co.                                     | National Fuel Gas Co.                                                           | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12543.18     | 0.01%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                    | Neptune Bidco US, Inc.                                                          | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10253.41     | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| NetApp, Inc.                                              | NetApp, Inc.                                                                    | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14562.84     | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                             | Netflix, Inc.                                                                   | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25017.88     | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                             | Netflix, Inc.                                                                   | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18412.11     | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust, Series 2021-NQ1R, Class M1                 | CUSIP: 64828BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $470376.45    | 0.45%             | 2055-07-25      | Variable      | 2.27%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust, Series 2025-NQM5, Class A3                 | CUSIP: 64832GAE4<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |    203986 | PA      | $204858.46    | 0.20%             | 2065-08-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust, Series 2025-NQM5, Class M1                 | CUSIP: 64832GAF1<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $286563.00    | 0.27%             | 2065-08-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| New York Life Insurance Co.                               | New York Life Insurance Co.                                                     | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     13000 | PA      | $14836.42     | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                       | Newell Brands, Inc.                                                             | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9765.62      | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32351.78     | 0.03%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                | Niagara Mohawk Power Corp.                                                      | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31191.38     | 0.03%             | 2030-10-03      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| NiSource, Inc.                                            | NiSource, Inc.                                                                  | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26802.88     | 0.03%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                            | NiSource, Inc.                                                                  | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13530.43     | 0.01%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                            | NiSource, Inc.                                                                  | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25918.06     | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                           | Nissan Motor Acceptance Co. LLC                                                 | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20002.79     | 0.02%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                    | Northrop Grumman Corp.                                                          | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14458.44     | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                    | Northrop Grumman Corp.                                                          | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54219.67     | 0.05%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                             | Novelis Corp.                                                                   | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10383.51     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                 | O'Reilly Automotive, Inc.                                                       | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14188.40     | 0.01%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                 | O'Reilly Automotive, Inc.                                                       | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16116.14     | 0.02%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                        | Chord Energy Corp.                                                              | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25852.93     | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp.                                        | Chord Energy Corp.                                                              | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15183.95     | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Olin Corp.                                                | Olin Corp.                                                                      | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9924.69      | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                          | Omega Healthcare Investors, Inc.                                                | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14937.68     | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                          | Omega Healthcare Investors, Inc.                                                | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16001.33     | 0.02%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                     | OneMain Finance Corp.                                                           | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21042.99     | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                     | OneMain Finance Corp.                                                           | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20391.74     | 0.02%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                     | OneMain Finance Corp.                                                           | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25216.28     | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                    | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15329.29     | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21674.97     | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                             | Owens Corning                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28381.52     | 0.03%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                  | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21598.18     | 0.02%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                            | PSEG Power LLC                                                                  | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22500.03     | 0.02%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PRPM Trust                                                | PRPM Trust, Series 2025-NQM5, Class M1                                          | CUSIP: 69383FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501444.85    | 0.48%             | 2070-10-25      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                 | Panther Escrow Issuer LLC                                                       | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51812.40     | 0.05%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Paychex, Inc.                                             | Paychex, Inc.                                                                   | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67313.13     | 0.06%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                         | PennyMac Financial Services, Inc.                                               | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37241.67     | 0.04%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                         | PennyMac Financial Services, Inc.                                               | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10468.95     | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                               | Penske Truck Leasing Co. LP                                                     | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $65901.73     | 0.06%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                           | Permian Resources Operating LLC                                                 | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17438.02     | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     50000 | PA      | $41110.19     | 0.04%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                         | Philip Morris International, Inc.                                               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31370.64     | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                         | Philip Morris International, Inc.                                               | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32041.96     | 0.03%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33457.77     | 0.03%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                  | PRET LLC, Series 2024-NPL7, Class A1                                            | CUSIP: 74136TAA6<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    712383 | PA      | $712820.59    | 0.68%             | 2054-10-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                  | PRET LLC, Series 2024-NPL9, Class A1                                            | CUSIP: 74143TAA7<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-MBS          | CORP              | US        |    577893 | PA      | $578216.03    | 0.55%             | 2054-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential Trust, Series 2022-SFR3, Class A                           | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    467254 | PA      | $460867.25    | 0.44%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                | Prudential Financial, Inc.                                                      | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21537.32     | 0.02%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                               | Qorvo, Inc.                                                                     | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18502.88     | 0.02%             | 2031-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                   | Qnity Electronics, Inc.                                                         | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15548.27     | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Quanta Services, Inc.                                     | Quanta Services, Inc.                                                           | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50239.87     | 0.05%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                               | QXO Building Products, Inc.                                                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15666.28     | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                   | Quest Diagnostics, Inc.                                                         | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29328.93     | 0.03%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                   | Quikrete Holdings, Inc.                                                         | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26107.28     | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RALI Trust                                                | RALI Trust, Series 2006-QS17, Class A7                                          | CUSIP: 74922SAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    774753 | PA      | $650586.67    | 0.62%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                   | RHP Hotel Properties LP                                                         | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25988.43     | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                  | Radiology Partners, Inc.                                                        | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31339.13     | 0.03%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                            | Anywhere Real Estate Group LLC                                                  | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13973.18     | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                            | Anywhere Real Estate Group LLC                                                  | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14935.41     | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                        | Renaissance Home Equity Loan Trust, Series 2007-1, Class AF4                    | CUSIP: 75970JAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2781357 | PA      | $707988.88    | 0.68%             | 2037-04-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                   | Republic Services, Inc.                                                         | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29928.60     | 0.03%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                 | Rio Tinto Finance USA plc                                                       | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     17000 | PA      | $17334.25     | 0.02%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                            | Rivers Enterprise Borrower LLC                                                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46005.53     | 0.04%             | 2033-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC                              | Rivers Enterprise Lender LLC                                                    | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10207.29     | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                         | Rocket Cos., Inc.                                                               | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15639.29     | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                   | Rockford Tower CLO Ltd., Series 2017-3A, Class A                                | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |     49656 | PA      | $49664.53     | 0.05%             | 2030-10-20      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Rollins, Inc.                                             | Rollins, Inc.                                                                   | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33668.74     | 0.03%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                  | Roper Technologies, Inc.                                                        | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18063.82     | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                              | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     16000 | PA      | $16121.25     | 0.02%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                            | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $64680.27     | 0.06%             | 2031-11-03      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                              | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     13000 | PA      | $13054.44     | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                        | Royalty Pharma plc                                                              | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     18000 | PA      | $17890.29     | 0.02%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                   | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class XA               | CUSIP: 78419CAG9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |   2204492 | PA      | $6196.61      | 0.01%             | 2048-10-10      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| STWD Ltd.                                                 | STWD Ltd., Series 2021-FL2, Class A                                             | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     41898 | PA      | $41900.15     | 0.04%             | 2038-04-18      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                          | Sabre GLBL, Inc.                                                                | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3060.00      | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                          | Sabre GLBL, Inc.                                                                | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6802.62      | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                          | Sabre GLBL, Inc.                                                                | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8223.30      | 0.01%             | 2030-03-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Scalelogix Abs Us Issuer LLC                              | Scalelogix Abs Us Issuer LLC, Series 2025-1A, Class B                           | CUSIP: 80587FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150543.35    | 0.14%             | 2055-07-25      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Seaspan Corp.                                             | Seaspan Corp.                                                                   | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |     25000 | PA      | $23741.06     | 0.02%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                       | Sirius XM Radio LLC                                                             | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85695.48     | 0.08%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SoFi Professional Loan Program Trust                      | SoFi Professional Loan Program Trust, Series 2018-B, Class BFX                  | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    489506 | PA      | $477111.46    | 0.46%             | 2047-08-25      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                         | Solstice Advanced Materials, Inc.                                               | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5043.97      | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp.                                           | Solventum Corp.                                                                 | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11392.48     | 0.01%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                       | Sonoco Products Co.                                                             | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15120.32     | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                        | Southern Co. (The), Series 2025                                                 | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9393.13      | 0.01%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                            | Southern Co. Gas Capital Corp., Series A                                        | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10003.16     | 0.01%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas Co. LLC                              | Southern Natural Gas Co. LLC                                                    | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7162.85      | 0.01%             | 2035-08-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Southern Power Co.                                        | Southern Power Co., Series B                                                    | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17806.04     | 0.02%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                       | Expand Energy Corp.                                                             | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15784.11     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sprite Ltd.                                               | Sprite Ltd., Series 2021-1, Class A                                             | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    153002 | PA      | $149665.08    | 0.14%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                           | Stack Infrastructure Issuer LLC, Series 2025-1A, Class A2                       | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98798.07     | 0.09%             | 2050-05-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                         | Standard Building Solutions, Inc.                                               | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66919.19     | 0.06%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                         | Standard Building Solutions, Inc.                                               | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10029.23     | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Star Leasing Co. LLC                                      | Star Leasing Co. LLC                                                            | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13953.36     | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                             | Staples, Inc.                                                                   | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14912.71     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                             | Starwood Property Trust, Inc.                                                   | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30218.16     | 0.03%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust    | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-CA, Class C | CUSIP: 85855EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100127.02    | 0.10%             | 2030-08-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Sun Communities Operating LP                              | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31805.48     | 0.03%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sunnova Helios V Issuer LLC                               | Sunnova Helios V Issuer LLC, Series 2021-A, Class A                             | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         0 | PA      | $0.17         | 0.00%             | 2048-02-20      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Sunrun Atlas Issuer LLC                                   | Sunrun Atlas Issuer LLC, Series 2019-2, Class A                                 | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    403477 | PA      | $388969.84    | 0.37%             | 2055-02-01      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Suzano Netherlands BV                                     | Suzano Netherlands BV                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $19827.60     | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                        | T-Mobile USA, Inc.                                                              | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82398.24     | 0.08%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                          | TRTX Issuer Ltd., Series 2022-FL5, Class A                                      | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     59226 | PA      | $59201.37     | 0.06%             | 2039-02-15      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                   | Talen Energy Supply LLC                                                         | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15298.71     | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                              | Tallgrass Energy Partners LP                                                    | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20671.26     | 0.02%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                              | Tallgrass Energy Partners LP                                                    | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9999.76      | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                         | Taylor Morrison Communities, Inc.                                               | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20577.84     | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TELUS Corp.                                               | TELUS Corp.                                                                     | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31229.40     | 0.03%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                    | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5068.56      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Textron, Inc.                                             | Textron, Inc.                                                                   | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30040.00     | 0.03%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Thunderbolt III Aircraft Lease Ltd.                       | Thunderbolt III Aircraft Lease Ltd., Series 2019-1, Class A                     | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    333520 | PA      | $331032.43    | 0.32%             | 2039-11-15      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                               | Toronto-Dominion Bank (The)                                                     | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14988.93     | 0.01%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                       | Trans-Allegheny Interstate Line Co.                                             | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66772.15     | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                           | TransDigm, Inc.                                                                 | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30783.81     | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                           | TransDigm, Inc.                                                                 | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5188.41      | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                           | TransDigm, Inc.                                                                 | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5208.42      | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                | Travelers Cos., Inc. (The)                                                      | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12254.48     | 0.01%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                | Trident TPI Holdings, Inc.                                                      | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15369.32     | 0.01%             | 2028-12-31      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Triton Container International Ltd.                       | Triton Container International Ltd.                                             | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     31000 | PA      | $28175.07     | 0.03%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                    | Truist Financial Corp.                                                          | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     13000 | PA      | $14024.10     | 0.01%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                    | Truist Financial Corp.                                                          | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30970.51     | 0.03%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                            | US Foods, Inc.                                                                  | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40743.76     | 0.04%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                   | Uber Technologies, Inc.                                                         | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64981.18     | 0.06%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                | United Natural Foods, Inc.                                                      | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60056.40     | 0.06%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                 | United Overseas Bank Ltd.                                                       | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $196370.25    | 0.19%             | 2031-10-14      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                        | United Rentals North America, Inc.                                              | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9992.92      | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| U.S. Treasury Bills                                       | U.S. Treasury Bills                                                             | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6500000 | PA      | $6455818.07   | 6.19%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U.S. Treasury Inflation Linked Notes                                            | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    292835 | PA      | $289415.69    | 0.28%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U.S. Treasury Inflation Linked Notes                                            | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290404 | PA      | $285273.87    | 0.27%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2175390.63   | 2.09%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9650000 | PA      | $9124150.37   | 8.75%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4967082.10   | 4.76%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3953964.24   | 3.79%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U.S. Treasury Inflation Linked Notes                                            | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    373714 | PA      | $376510.24    | 0.36%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                            | Uniti Group LP                                                                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14775.62     | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                            | Univision Communications, Inc.                                                  | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30493.38     | 0.03%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| VSP Optical Group, Inc.                                   | VSP Optical Group, Inc.                                                         | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11073.24     | 0.01%             | 2035-12-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| VT Topco, Inc.                                            | VT Topco, Inc.                                                                  | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15669.78     | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                        | Vale Overseas Ltd.                                                              | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     17000 | PA      | $17348.50     | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                    | Velocity Commercial Capital Loan Trust, Series 2025-5, Class A                  | CUSIP: 92262KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501489.65    | 0.48%             | 2055-12-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                        | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5402.51      | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                        | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15363.60     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                        | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5091.72      | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                  | Venture Global LNG, Inc.                                                        | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19888.52     | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                  | Venture Global LNG, Inc.                                                        | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10330.72     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Veralto Corp.                                             | Veralto Corp.                                                                   | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10311.06     | 0.01%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                             | Veralto Corp.                                                                   | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15655.04     | 0.02%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                     | Veritiv Operating Co.                                                           | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16128.20     | 0.02%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| VeriSign, Inc.                                            | VeriSign, Inc.                                                                  | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39058.48     | 0.04%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                              | Verizon Communications, Inc.                                                    | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37728.60     | 0.04%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                    | Verisk Analytics, Inc.                                                          | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30715.72     | 0.03%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust, Series 2024-R1, Class M1                            | CUSIP: 924926AF5<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001551.20   | 0.96%             | 2069-09-25      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Vertiv Group Corp.                                        | Vertiv Group Corp.                                                              | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33582.14     | 0.03%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust, Series 2021-6, Class B1                             | CUSIP: 92538MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $484199.58    | 0.46%             | 2066-10-25      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Vibrant CLO XR Ltd.                                       | Vibrant CLO XR Ltd., Series 2018-10RA, Class C1                                 | CUSIP: 92563MAJ6<br>LEI: 254900WDQ070GAG88491 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $503246.00    | 0.48%             | 2036-04-20      | Floating      | 8.88%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                        | VICI Properties LP                                                              | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $65871.20     | 0.06%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Victra Holdings LLC                                       | Victra Holdings LLC                                                             | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52750.40     | 0.05%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Videotron Ltd.                                            | Videotron Ltd.                                                                  | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30668.21     | 0.03%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                       | Viking Cruises Ltd.                                                             | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     35000 | PA      | $35541.21     | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                       | Expand Energy Corp.                                                             | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10058.57     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                 | Viper Energy Partners LLC                                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22252.34     | 0.02%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                           | Virginia Electric and Power Co.                                                 | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12601.39     | 0.01%             | 2054-08-15      | Fixed         | 5.55%                 | 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        |     15000 | PA      | $14568.65     | 0.01%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                 | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15799.12     | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Vivint Solar Financing VII LLC                            | Vivint Solar Financing VII LLC, Series 2020-1A, Class A                         | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347409 | PA      | $324680.25    | 0.31%             | 2051-07-31      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                     | Volcan Cia Minera SAA                                                           | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     20000 | PA      | $20577.60     | 0.02%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                             | Voya CLO Ltd., Series 2023-1A, Class A1R                                        | CUSIP: 92920FAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500328.00    | 0.48%             | 2039-01-20      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent LLC                                        | Voyager Parent LLC                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15916.82     | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                    | WEC Energy Group, Inc.                                                          | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23144.86     | 0.02%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                     | WR Grace Holdings LLC                                                           | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19037.71     | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WBI Operating LLC                                         | WBI Operating LLC                                                               | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29886.38     | 0.03%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                        | Wand NewCo 3, Inc.                                                              | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42333.00     | 0.04%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Waste Connections, Inc.                                   | Waste Connections, Inc.                                                         | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25875.28     | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                            | Watco Cos. LLC                                                                  | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57601.89     | 0.06%             | 2032-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                               | Wayfair LLC                                                                     | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26091.75     | 0.03%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                               | Wayfair LLC                                                                     | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10280.80     | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Weatherford International Ltd.                            | Weatherford International Ltd.                                                  | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     35000 | PA      | $35843.92     | 0.03%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                               | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73286.42     | 0.07%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                               | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71775.14     | 0.07%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class C                 | CUSIP: 95001GAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161000 | PA      | $146590.48    | 0.14%             | 2050-12-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class XA                | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1623474 | PA      | $91072.53     | 0.09%             | 2054-04-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class A3                | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48000 | PA      | $50253.74     | 0.05%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust, Series 2025-5C7, Class A3                | CUSIP: 95004XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52000 | PA      | $53490.17     | 0.05%             | 2058-12-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                  | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5220.42      | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                 | Westinghouse Air Brake Technologies Corp.                                       | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66506.60     | 0.06%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                           | Whirlpool Corp.                                                                 | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14545.59     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                | Willis North America, Inc.                                                      | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18022.39     | 0.02%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                   | Windstream Services LLC                                                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5248.85      | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Windstream Services LLC                                   | Windstream Services LLC                                                         | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5125.54      | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Workday, Inc.                                             | Workday, Inc.                                                                   | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15309.88     | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                             | Yinson Bergenia Production BV                                                   | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $209358.19    | 0.20%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                              | Zimmer Biomet Holdings, Inc.                                                    | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30577.32     | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                              | Zoetis, Inc.                                                                    | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11014.46     | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                              | Zoetis, Inc.                                                                    | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34182.76     | 0.03%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cosan Overseas Ltd.                                       | Cosan Overseas Ltd.                                                             | CUSIP: N/A<br>LEI: 222100V5GTJGKUH55655       | Long             | DBT              | CORP              | KY        |    100000 | PA      | $100850.00    | 0.10%             | 2026-05-05      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Adani International Container Terminal Pvt Ltd.           | Adani International Container Terminal Pvt Ltd.                                 | CUSIP: N/A<br>LEI: 335800J4SLERP6S94P28       | Long             | DBT              | CORP              | IN        |    153000 | PA      | $140953.99    | 0.14%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Morocco                                        | Kingdom of Morocco                                                              | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $205715.26    | 0.20%             | 2028-03-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| EQUATE Petrochemical Co. KSC                              | EQUATE Petrochemical Co. KSC                                                    | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |    200000 | PA      | $199563.00    | 0.19%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                      | EURO                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |        59 | OU      | $69.22        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | U.S. Treasury 5 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       182 | NC      | $13295.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                     | Bioceanico Sovereign Certificate Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    103364 | PA      | $84397.10     | 0.08%             | 2034-06-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd.                            | Lima Metro Line 2 Finance Ltd.                                                  | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |     76241 | PA      | $79002.13     | 0.08%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Rutas 2 & 7 Finance Ltd.                                  | Rutas 2 & 7 Finance Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    146667 | PA      | $110469.31    | 0.11%             | 2036-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Simpar Europe SA                                          | Simpar Europe SA                                                                | CUSIP: N/A<br>LEI: 54930068BSUST41D5C30       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $161000.00    | 0.15%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Minejesa Capital BV                                       | Minejesa Capital BV                                                             | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |    143840 | PA      | $143064.44    | 0.14%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                         | Corp. Nacional del Cobre de Chile                                               | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $189803.40    | 0.18%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                        | Dominican Republic Government Bond                                              | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $151665.00    | 0.15%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNL Quintero SA                                           | GNL Quintero SA                                                                 | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | CL        |     94160 | PA      | $94075.99     | 0.09%             | 2029-07-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                     | Republic of Guatemala                                                           | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $199500.00    | 0.19%             | 2026-05-03      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Mexico Generadora de Energia S de rl                      | Mexico Generadora de Energia S de rl                                            | CUSIP: N/A<br>LEI: 635400GBINBYW1VUAD14       | Long             | DBT              | CORP              | MX        |    103924 | PA      | $105624.41    | 0.10%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Peru LNG Srl                                              | Peru LNG Srl                                                                    | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |    150020 | PA      | $144793.78    | 0.14%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                       | U.S. Treasury 2 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       191 | NC      | $29428.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | U.S. Treasury Long Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        71 | NC      | $-33750.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | U.S. Treasury 10 Year Ultra Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        17 | NC      | $1368.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | U.S. Treasury Ultra Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -32 | NC      | $39380.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JSW Hydro Energy Ltd.                                     | JSW Hydro Energy Ltd.                                                           | CUSIP: N/A<br>LEI: 3358006ZP5KO7VUH2790       | Long             | DBT              | CORP              | IN        |    139000 | PA      | $129140.80    | 0.12%             | 2031-05-18      | Fixed         | 4.12%                 | 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