# EDGAR Filing Document

**Accession Number:** 0000898745
**File Stem:** 0000898745-26-000701
**Filing Date:** 2026-6
**Character Count:** 207209
**Document Hash:** 2ff3f5a86f3d971d68674cd42a718ee9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000898745-26-000701.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0000898745-26-000701

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRINCIPAL FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000898745

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07572
- **FILM NUMBER:** 261118210

**BUSINESS ADDRESS:**
- **STREET 1:** 711 HIGH STREET
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392
- **BUSINESS PHONE:** 515-235-9328

**MAIL ADDRESS:**
- **STREET 1:** PRINCIPAL FINANCIAL GROUP
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS, INC
- **DATE OF NAME CHANGE:** 20211220

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS INC
- **DATE OF NAME CHANGE:** 20080616

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL INVESTORS FUND INC
- **DATE OF NAME CHANGE:** 20001012

## Series and Classes Contracts Data

### Short-Term Income Fund (Series ID: S000014245)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000038764 | Class A             | SRHQX           |
| C000038766 | Class C             | STCCX           |
| C000038767 | Institutional Class | PSHIX           |
| C000090493 | Class J             | PSJIX           |
| C000090496 | R-3                 | PSIOX           |
| C000090498 | R-5                 | PSIQX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Principal Funds, Inc

- **b. Investment Company Act file number:** 811-07572

- **c. CIK number of Registrant:** 0000898745

- **d. LEI of Registrant:** 549300HZGBXSW6DSXF23

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

  - **Street Address 1:** 711 High St

  - **City:** Des Moines

  - **State:** IA

  - **Foreign country:** US

  - **Zip / Postal Code:** 50392

  - **Telephone number:** 515-235-1719

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

- **a. Name of Series:** Short-Term Income Fund

- **b. EDGAR series identifier (if any):** S000014245

- **c. LEI of Series:** IJOCWVJG326LDFE5SJ51

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

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

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3402283538.55

**Total Liabilities:** $30948342.30

**Net Assets:** $3371335196.25

**Delayed Delivery Securities:** $13710229.97

**Cash Not Reported:** $1301169.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 26585.71710000 | **1-Year:** 68632.70390000 | **5-Year:** 659619.94680000 | **10-Year:** 45143.79430000 | **30-Year:** 6440.31360000

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

- **3-Month:** 70.16550000 | **1-Year:** 181.13660000 | **5-Year:** 1740.88020000 | **10-Year:** 119.14430000 | **30-Year:** 16.99740000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000038764 | 0.53%                | -0.50%               | 0.32%                |
| Class ID C000038766 | 0.46%                | -0.58%               | 0.24%                |
| Class ID C000038767 | 0.55%                | -0.49%               | 0.33%                |
| Class ID C000090493 | 0.54%                | -0.50%               | 0.32%                |
| Class ID C000090496 | 0.51%                | -0.53%               | 0.29%                |
| Class ID C000090498 | 0.53%                | -0.51%               | 0.32%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-150244.44              | $9339551.45                                |
| Month 2  | $209665.03               | $-30443590.94                              |
| Month 3  | $534189.33               | $110019.38                                 |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB BSL CLO 4 Ltd                                                                | AB BSL CLO 4 Ltd                                                                | CUSIP: 00037VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   9500000 | PA      | $9506536.00   | 0.28%             | 2038-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                   | AIB Group PLC                                                                   | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   2500000 | PA      | $2548582.98   | 0.08%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9063209.16   | 0.27%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd                                                          | AS Mileage Plan IP Ltd                                                          | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  10600000 | PA      | $10490236.36  | 0.31%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | Abbott Laboratories                                                             | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8876844.27   | 0.26%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | Abbott Laboratories                                                             | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10795074.84  | 0.32%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc                                                                      | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10144707.60  | 0.30%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc                                                                      | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6790492.72   | 0.20%             | 2031-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   9127000 | PA      | $9294642.91   | 0.28%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7500000 | PA      | $7361348.93   | 0.22%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                      | Advanced Micro Devices Inc                                                      | CUSIP: 007903BH9<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6306119.88   | 0.19%             | 2026-09-24      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                      | Advanced Micro Devices Inc                                                      | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6328403.11   | 0.19%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ALA Trust 2025-OANA                                                             | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9300000 | PA      | $9334875.00   | 0.28%             | 2040-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Alaska Airlines 2020-1 Class A Pass Through Trust                               | Alaska Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7395238 | PA      | $7396556.64   | 0.22%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                      | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $9096681.44   | 0.27%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4478467.68   | 0.13%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7188276.47   | 0.21%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7711454.95   | 0.23%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc                                                                  | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8911915.29   | 0.26%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | American Homes 4 Rent LP                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   5998000 | PA      | $6034219.40   | 0.18%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Tower Trust #1                                                         | American Tower Trust #1                                                         | CUSIP: 03027WAK8<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6227083.17   | 0.18%             | 2048-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Tower Trust #1                                                         | American Tower Trust #1                                                         | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              | CORP              | US        |  11585000 | PA      | $11704360.26  | 0.35%             | 2053-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2026-1                                 | AmeriCredit Automobile Receivables Trust 2026-1                                 | CUSIP: 03066CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $8996893.20   | 0.27%             | 2029-04-18      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2025-1                                 | AmeriCredit Automobile Receivables Trust 2025-1                                 | CUSIP: 03067FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6561697 | PA      | $6568213.80   | 0.19%             | 2029-03-19      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   9100000 | PA      | $9225888.49   | 0.27%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                      | Anglo American Capital PLC                                                      | CUSIP: 034863BG4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   9000000 | PA      | $8900627.58   | 0.26%             | 2031-03-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                           | Aon North America Inc                                                           | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12213544.44  | 0.36%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc                                                                       | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9495002.34   | 0.28%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust 2022-MF4                            | Arbor Multifamily Mortgage Securities Trust 2022-MF4                            | CUSIP: 03882LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5368573 | PA      | $5337534.46   | 0.16%             | 2055-02-15      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| ARES Trust 2025-IND3                                                            | ARES Trust 2025-IND3                                                            | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9200000 | PA      | $9211500.00   | 0.27%             | 2042-04-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ares LIV CLO Ltd                                                                | Ares LIV CLO Ltd                                                                | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4504612.50   | 0.13%             | 2038-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4239568.16   | 0.13%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9550565.44   | 0.28%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAQ6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9081707.63   | 0.27%             | 2031-03-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                                             | Augusta SpinCo Corp                                                             | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5981067.90   | 0.18%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                                             | Augusta SpinCo Corp                                                             | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5986932.18   | 0.18%             | 2031-03-23      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                 | BAE Systems PLC                                                                 | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   8600000 | PA      | $8777492.39   | 0.26%             | 2029-03-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-660F                                        | BFLD Commercial Mortgage Trust 2025-660F                                        | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8750000 | PA      | $8755468.75   | 0.26%             | 2042-11-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2025-1                                                          | BofA Auto Trust 2025-1                                                          | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1017381 | PA      | $1018311.83   | 0.03%             | 2027-11-22      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BX Trust 2026-OPTM                                                              | BX Trust 2026-OPTM                                                              | CUSIP: 05594XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9500000 | PA      | $9476250.00   | 0.28%             | 2039-03-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-ACNT                                          | BX Commercial Mortgage Trust 2021-ACNT                                          | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8087753 | PA      | $8089243.00   | 0.24%             | 2038-11-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-BXMF                                                              | BX Trust 2021-BXMF                                                              | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8594709 | PA      | $8592023.07   | 0.25%             | 2026-10-15      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| BX 2024-PALM                                                                    | BX 2024-PALM                                                                    | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10125000 | PA      | $10125248.06  | 0.30%             | 2037-06-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-DIME                                                              | BX Trust 2025-DIME                                                              | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9400000 | PA      | $9359116.58   | 0.28%             | 2035-02-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2026-VLT9                                          | BX Commercial Mortgage Trust 2026-VLT9                                          | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12400000 | PA      | $12376750.00  | 0.37%             | 2045-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-VOLT                                                              | BX Trust 2025-VOLT                                                              | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $11992500.00  | 0.36%             | 2044-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9475493.94   | 0.28%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9574889.82   | 0.28%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GNA3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7369699.44   | 0.22%             | 2032-04-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  12100000 | PA      | $12401185.34  | 0.37%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2016898.52   | 0.06%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5250000 | PA      | $5221961.17   | 0.15%             | 2030-03-19      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                     | Bank of New York Mellon/The                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5795546.50   | 0.17%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   9200000 | PA      | $9219406.39   | 0.27%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5300000 | PA      | $5245983.94   | 0.16%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   9400000 | PA      | $9394059.29   | 0.28%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $7933880.88   | 0.24%             | 2030-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7308000 | PA      | $7216775.41   | 0.21%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  11000000 | PA      | $10848355.65  | 0.32%             | 2030-05-24      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Bardot CLO Ltd                                                                  | Bardot CLO Ltd                                                                  | CUSIP: 06744NBQ9<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |   7795378 | PA      | $7793336.10   | 0.23%             | 2032-10-22      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2024-UNIV                                        | BFLD Commercial Mortgage Trust 2024-UNIV                                        | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8900000 | PA      | $8905562.50   | 0.26%             | 2041-11-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                                         | BFLD Commercial Mortgage Trust 2025-5MW                                         | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8200000 | PA      | $8141818.54   | 0.24%             | 2042-10-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                | Black Hills Corp                                                                | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5694179.52   | 0.17%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8000000 | PA      | $8023224.72   | 0.24%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8600000 | PA      | $8679272.05   | 0.26%             | 2031-05-09      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7543496.43   | 0.22%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9542171.36   | 0.28%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | Brown & Brown Inc                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3695252.83   | 0.11%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                          | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5474498.65   | 0.16%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                          | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8919623.97   | 0.26%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA3                                          | BX Commercial Mortgage Trust 2024-GPA3                                          | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1489838 | PA      | $1491699.94   | 0.04%             | 2039-12-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-TAIL                                                              | BX Trust 2025-TAIL                                                              | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12200000 | PA      | $12207625.00  | 0.36%             | 2035-06-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-AIRC                                          | BX Commercial Mortgage Trust 2024-AIRC                                          | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14743270 | PA      | $14784315.01  | 0.44%             | 2041-08-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-LGCY                                                              | BX Trust 2021-LGCY                                                              | CUSIP: 12434DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10700000 | PA      | $10696656.25  | 0.32%             | 2036-10-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                      | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10890767.58  | 0.32%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2024-1                                                    | CCG Receivables Trust 2024-1                                                    | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2248056 | PA      | $2262814.66   | 0.07%             | 2032-03-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-2                                                    | CCG Receivables Trust 2025-2                                                    | CUSIP: 12516XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    686764 | PA      | $686851.95    | 0.02%             | 2026-10-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-2                                                    | CCG Receivables Trust 2025-2                                                    | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250000 | PA      | $6248196.88   | 0.19%             | 2034-08-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13051808 | PA      | $10863824.10  | 0.32%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18028330 | PA      | $14681494.87  | 0.44%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust 2025-110W                                         | CHI Commercial Mortgage Trust 2025-110W                                         | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9700000 | PA      | $9645968.09   | 0.29%             | 2040-12-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Consumer Portfolio Services Auto Trust 2025-B                                   | Consumer Portfolio Services Auto Trust 2025-B                                   | CUSIP: 12630SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2662884 | PA      | $2667565.25   | 0.08%             | 2029-02-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Consumer Portfolio Services Auto Trust 2025-A                                   | Consumer Portfolio Services Auto Trust 2025-A                                   | CUSIP: 12633SAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1877032 | PA      | $1878783.03   | 0.06%             | 2028-10-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CPS Auto Receivables Trust 2025-C                                               | CPS Auto Receivables Trust 2025-C                                               | CUSIP: 12634SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3249744 | PA      | $3256190.92   | 0.10%             | 2029-03-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CRSNT Trust 2026-MOON                                                           | CRSNT Trust 2026-MOON                                                           | CUSIP: 12642SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9981301.00   | 0.30%             | 2043-02-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2003-46                                         | CHL Mortgage Pass-Through Trust 2003-46                                         | CUSIP: 12669EG67<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89396 | PA      | $88158.92     | 0.00%             | 2034-01-19      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                    | CUSIP: 12803RAN4<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2700000 | PA      | $2682493.23   | 0.08%             | 2032-04-22      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   6900000 | PA      | $6948865.25   | 0.21%             | 2026-10-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3440000 | PA      | $3560902.72   | 0.11%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   4800000 | PA      | $4868838.05   | 0.14%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   8956000 | PA      | $8903740.84   | 0.26%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XXIV LP                                                   | Cerberus Loan Funding XXIV LP                                                   | CUSIP: 15672RAN5<br>LEI: 549300CQR4WB8C9KUS83 | Long             | ABS-CBDO         | CORP              | KY        |   6310191 | PA      | $6304512.00   | 0.19%             | 2030-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13426937.55  | 0.40%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                   | Chase Auto Owner Trust 2025-1                                                   | CUSIP: 16145NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5998181 | PA      | $6006936.31   | 0.18%             | 2028-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-3                                        | Chase Home Lending Mortgage Trust 2025-3                                        | CUSIP: 16160MAD5<br>LEI: 529900HBZNCZRSLIS225 | Long             | ABS-MBS          | CORP              | US        |   5996351 | PA      | $5996054.16   | 0.18%             | 2056-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-2                                 | Chase Home Lending Mortgage Trust Series 2024-2                                 | CUSIP: 161929AH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3690205 | PA      | $3711693.03   | 0.11%             | 2055-02-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | Cisco Systems Inc                                                               | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8132042.80   | 0.24%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | Cisco Systems Inc                                                               | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9548999.78   | 0.28%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                             | Citadel Finance LLC                                                             | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7324315.35   | 0.22%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                          | Citadel Securities Global Holdings LLC                                          | CUSIP: 17289RAE6<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2964094.17   | 0.09%             | 2032-01-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8121927.52   | 0.24%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                     | Citibank NA                                                                     | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8027394.64   | 0.24%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9464442.64   | 0.28%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                               | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3461543.29   | 0.10%             | 2026-08-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                               | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11350000 | PA      | $11713051.20  | 0.35%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2020-A-GS                                         | Commonbond Student Loan Trust 2020-A-GS                                         | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1477579 | PA      | $1335896.28   | 0.04%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2018-C-GS                                         | Commonbond Student Loan Trust 2018-C-GS                                         | CUSIP: 20267XAA1<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |   1734340 | PA      | $1685792.00   | 0.05%             | 2046-02-25      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2021-B-GS                                         | Commonbond Student Loan Trust 2021-B-GS                                         | CUSIP: 20268AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2123765 | PA      | $1863896.16   | 0.06%             | 2051-09-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2019-A-GS                                         | Commonbond Student Loan Trust 2019-A-GS                                         | CUSIP: 20268CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3558141 | PA      | $3279287.72   | 0.10%             | 2047-01-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2018-BGS                                          | Commonbond Student Loan Trust 2018-BGS                                          | CUSIP: 20268MAA4<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |   1374777 | PA      | $1318977.78   | 0.04%             | 2045-09-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2021-A-GS                                         | Commonbond Student Loan Trust 2021-A-GS                                         | CUSIP: 20268WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6884306 | PA      | $5972780.58   | 0.18%             | 2052-03-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | Consumers Energy Co                                                             | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8314836.74   | 0.25%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CPS Auto Receivables Trust 2024-D                                               | CPS Auto Receivables Trust 2024-D                                               | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73827 | PA      | $73849.13     | 0.00%             | 2028-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  13000000 | PA      | $12854627.24  | 0.38%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp                             | Credit Suisse First Boston Mortgage Securities Corp                             | CUSIP: 2254W0HF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2977 | PA      | $1650.59      | 0.00%             | 2038-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Towers LLC                                                         | Crown Castle Towers LLC                                                         | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1638716.48   | 0.05%             | 2048-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                                     | DBC 2025-DBC Mortgage Trust                                                     | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10006250.00  | 0.30%             | 2042-11-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                                | DLLAA 2025-1 LLC                                                                | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4236342 | PA      | $4246035.39   | 0.13%             | 2027-10-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE Energy Co                                                                   | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1933566.56   | 0.06%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE Energy Co                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5078963.10   | 0.15%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                                                | DLLAD 2024-1 LLC                                                                | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1025082 | PA      | $1027450.32   | 0.03%             | 2027-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                                                | DLLAD 2025-1 LLC                                                                | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11955199 | PA      | $11989859.90  | 0.36%             | 2028-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | Danske Bank A/S                                                                 | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  12000000 | PA      | $12039274.32  | 0.36%             | 2032-03-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2026-1                                             | Dell Equipment Finance Trust 2026-1                                             | CUSIP: 246921AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8400000 | PA      | $8400681.24   | 0.25%             | 2028-07-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4023729.68   | 0.12%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9378589.34   | 0.28%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                                             | Dell Equipment Finance Trust 2025-2                                             | CUSIP: 24703VAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6350000 | PA      | $6351509.40   | 0.19%             | 2028-02-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   7100000 | PA      | $7451112.61   | 0.22%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   6100000 | PA      | $6259011.99   | 0.19%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5000000 | PA      | $4920661.65   | 0.15%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | Diamondback Energy Inc                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   8150000 | PA      | $8219760.09   | 0.24%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | Diamondback Energy Inc                                                          | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7672244.70   | 0.23%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy Inc                                                             | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9029872.71   | 0.27%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG Resources Inc                                                               | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4613371.37   | 0.14%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | Eaton Corp                                                                      | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7919719.04   | 0.23%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | Eaton Corp                                                                      | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3254125.48   | 0.10%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | eBay Inc                                                                        | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |  13530000 | PA      | $13518887.41  | 0.40%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | eBay Inc                                                                        | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7468552.13   | 0.22%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No 3 LLC                                 | EDvestinU Private Education Loan Issue No 3 LLC                                 | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4409716 | PA      | $4126278.72   | 0.12%             | 2045-11-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2024-A LLC                                           | ELFI Graduate Loan Program 2024-A LLC                                           | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3264866 | PA      | $3278510.48   | 0.10%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust 2025-ELP                                          | ELP Commercial Mortgage Trust 2025-ELP                                          | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9874027.00   | 0.29%             | 2042-11-13      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                              | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5253211.48   | 0.16%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Empower CLO 2025-1 Ltd                                                          | Empower CLO 2025-1 Ltd                                                          | CUSIP: 29249DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12600000 | PA      | $12613167.00  | 0.37%             | 2038-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc                                                                    | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  11275000 | PA      | $11366372.71  | 0.34%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc                                                                    | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3850000 | PA      | $3931705.74   | 0.12%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8142548.64   | 0.24%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                      | Evergy Inc                                                                      | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3967839.08   | 0.12%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                       | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4115563.56   | 0.12%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | Exelon Corp                                                                     | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   6330000 | PA      | $6447213.43   | 0.19%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128Q2G80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8155 | PA      | $8402.02      | 0.00%             | 2035-09-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31371FVE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        40 | PA      | $40.09        | 0.00%             | 2027-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31371L5V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3303 | PA      | $3376.00      | 0.00%             | 2035-01-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31374F5S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       239 | PA      | $240.24       | 0.00%             | 2035-11-01      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31383TDX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       770 | PA      | $776.93       | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31391KNS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2916 | PA      | $2986.76      | 0.00%             | 2032-11-01      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31391TU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4833 | PA      | $4931.61      | 0.00%             | 2032-12-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31402DLW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13816 | PA      | $14040.98     | 0.00%             | 2037-02-01      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31402Q3Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1398 | PA      | $1427.11      | 0.00%             | 2034-07-01      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31402RD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1366 | PA      | $1396.52      | 0.00%             | 2035-02-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31404XEH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5866 | PA      | $5993.65      | 0.00%             | 2034-08-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31405DLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9523 | PA      | $9676.13      | 0.00%             | 2034-07-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                 | CUSIP: 31407PRN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29473 | PA      | $30080.24     | 0.00%             | 2035-10-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | Fidelity National Information Services Inc                                      | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8964853.83   | 0.27%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | Fidelity National Information Services Inc                                      | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6962590.88   | 0.21%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                             | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3412647.76   | 0.10%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                             | Fifth Third Bank NA                                                             | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2808299.09   | 0.08%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                               | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |  14594000 | PA      | $14497409.47  | 0.43%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ3                               | GS Mortgage-Backed Securities Corp Trust 2021-PJ3                               | CUSIP: 36262AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2782427 | PA      | $2504287.67   | 0.07%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                                             | GSAT Trust 2025-BMF                                                             | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8800000 | PA      | $8789029.04   | 0.26%             | 2040-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-4                       | GM Financial Consumer Automobile Receivables Trust 2025-4                       | CUSIP: 36273EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8785592 | PA      | $8778941.44   | 0.26%             | 2028-12-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GSJP Trust 2025-BEDS                                                            | GSJP Trust 2025-BEDS                                                            | CUSIP: 362946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9500000 | PA      | $9447560.00   | 0.28%             | 2042-12-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                       | GM Financial Consumer Automobile Receivables Trust 2025-1                       | CUSIP: 362955AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2397485 | PA      | $2398720.88   | 0.07%             | 2028-01-18      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | General Electric Co                                                             | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5987514.54   | 0.18%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | Gilead Sciences Inc                                                             | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5592003.67   | 0.17%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | Glencore Funding LLC                                                            | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6092893.74   | 0.18%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-3                       | GM Financial Consumer Automobile Receivables Trust 2025-3                       | CUSIP: 379957AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5918235 | PA      | $5928817.19   | 0.18%             | 2028-06-16      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2026-2                       | GM Financial Consumer Automobile Receivables Trust 2026-2                       | CUSIP: 380143AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9300000 | PA      | $9305219.16   | 0.28%             | 2029-05-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4                       | GM Financial Consumer Automobile Receivables Trust 2024-4                       | CUSIP: 38014AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    491327 | PA      | $491468.68    | 0.01%             | 2027-10-18      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8235000 | PA      | $8481144.56   | 0.25%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11176405.90  | 0.33%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11179003.44  | 0.33%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $8474094.88   | 0.25%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9503513.67   | 0.28%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4927082.80   | 0.15%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                    | Guardian Life Global Funding                                                    | CUSIP: 40139LBP7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9332969.73   | 0.28%             | 2030-12-11      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20015535.60  | 0.59%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3082840.80   | 0.09%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA Inc                                                                         | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1965281.72   | 0.06%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12488794.38  | 0.37%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9466208.22   | 0.28%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10873497.69  | 0.32%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                              | Ingersoll Rand Inc                                                              | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6048584.82   | 0.18%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | Intel Corp                                                                      | CUSIP: 458140CQ1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3287319.29   | 0.10%             | 2031-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC Holdings Corp                                                               | CUSIP: 465685AU9<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5193369.27   | 0.15%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-1                                                 | JP Morgan Mortgage Trust 2021-1                                                 | CUSIP: 46592EAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8649899 | PA      | $7975697.41   | 0.24%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-HE1                                        | JP Morgan Mortgage Trust Series 2025-HE1                                        | CUSIP: 46593PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17806318 | PA      | $17794663.54  | 0.53%             | 2055-07-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2026-HE1                                        | JP Morgan Mortgage Trust Series 2026-HE1                                        | CUSIP: 46594RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7600000 | PA      | $7605952.32   | 0.23%             | 2056-09-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-CES2                                       | JP Morgan Mortgage Trust Series 2025-CES2                                       | CUSIP: 46595TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9975425 | PA      | $10007662.72  | 0.30%             | 2055-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2023-HE3                                               | JP Morgan Mortgage Trust 2023-HE3                                               | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |   3404040 | PA      | $3413594.19   | 0.10%             | 2054-05-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2023-10                                                | JP Morgan Mortgage Trust 2023-10                                                | CUSIP: 465986AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258164 | PA      | $258036.97    | 0.01%             | 2054-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2004-A3                                                | JP Morgan Mortgage Trust 2004-A3                                                | CUSIP: 466247CV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66835 | PA      | $64410.32     | 0.00%             | 2034-07-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2004-S1                                                | JP Morgan Mortgage Trust 2004-S1                                                | CUSIP: 466247ER0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71616 | PA      | $68054.77     | 0.00%             | 2034-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6636715.03   | 0.20%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6269311.35   | 0.19%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6373953.83   | 0.19%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8409664.62   | 0.25%             | 2028-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6048220.86   | 0.18%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2023-HE1                                               | JP Morgan Mortgage Trust 2023-HE1                                               | CUSIP: 46656UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990957 | PA      | $991990.51    | 0.03%             | 2053-11-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2023-8                                                 | JP Morgan Mortgage Trust 2023-8                                                 | CUSIP: 46657CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4347117 | PA      | $4364185.98   | 0.13%             | 2054-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2023-HE2                                               | JP Morgan Mortgage Trust 2023-HE2                                               | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4305318 | PA      | $4314335.02   | 0.13%             | 2054-03-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-CES1                                       | JP Morgan Mortgage Trust Series 2024-CES1                                       | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5832100 | PA      | $5857093.70   | 0.17%             | 2054-06-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-HE3                                        | JP Morgan Mortgage Trust Series 2024-HE3                                        | CUSIP: 46658JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7591430 | PA      | $7586267.41   | 0.23%             | 2055-02-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2025-1                                                 | JP Morgan Mortgage Trust 2025-1                                                 | CUSIP: 46658UAL5<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-MBS          | CORP              | US        |   1282323 | PA      | $1286932.07   | 0.04%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-CES1                                       | JP Morgan Mortgage Trust Series 2025-CES1                                       | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-O            | CORP              | US        |   6022546 | PA      | $6043986.41   | 0.18%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2026-CES1                                              | JP Morgan Mortgage Trust 2026-CES1                                              | CUSIP: 46660BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11876171 | PA      | $11786249.14  | 0.35%             | 2056-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2025-HE3                                               | JP Morgan Mortgage Trust 2025-HE3                                               | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |  10123026 | PA      | $10154928.04  | 0.30%             | 2056-03-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-CES7                                       | JP Morgan Mortgage Trust Series 2025-CES7                                       | CUSIP: 46660GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8701396 | PA      | $8661934.68   | 0.26%             | 2056-04-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2026-ACES1                                             | JP Morgan Mortgage Trust 2026-ACES1                                             | CUSIP: 46664MAA9<br>LEI: 529900YPO46YLJDFF157 | Long             | ABS-MBS          | CORP              | US        |   9582347 | PA      | $9515846.15   | 0.28%             | 2066-04-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust 2026-ICNA                                         | KRE Commercial Mortgage Trust 2026-ICNA                                         | CUSIP: 48275LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9300000 | PA      | $9323250.00   | 0.28%             | 2043-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                    | Keybank National Association                                                    | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |  13900000 | PA      | $14165873.92  | 0.42%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | Kinder Morgan Inc                                                               | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8120688.80   | 0.24%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | Kinder Morgan Inc                                                               | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6111855.24   | 0.18%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust 2025-AIP4                                         | KRE Commercial Mortgage Trust 2025-AIP4                                         | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11773125 | PA      | $11762145.38  | 0.35%             | 2042-03-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2026-1                                                | Kubota Credit Owner Trust 2026-1                                                | CUSIP: 50118HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9500000 | PA      | $9461507.90   | 0.28%             | 2029-01-16      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-3                                               | LAD Auto Receivables Trust 2025-3                                               | CUSIP: 501684AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10530289 | PA      | $10530095.04  | 0.31%             | 2029-03-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| LEX Trust 2026-450                                                              | LEX Trust 2026-450                                                              | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3745312.50   | 0.11%             | 2043-03-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Lake Shore MM CLO II Ltd                                                        | Lake Shore MM CLO II Ltd                                                        | CUSIP: 510760AL5<br>LEI: 5493004NSSTVWDFT9W29 | Long             | ABS-CBDO         | CORP              | KY        |   2042087 | PA      | $2040473.90   | 0.06%             | 2031-10-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| LBA Trust 2024-7IND                                                             | LBA Trust 2024-7IND                                                             | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6533768 | PA      | $6537821.13   | 0.19%             | 2041-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Life 2022-BMR Mortgage Trust                                                    | Life 2022-BMR Mortgage Trust                                                    | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18400000 | PA      | $17780692.80  | 0.53%             | 2039-05-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                  | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10089665.10  | 0.30%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                  | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6293362.06   | 0.19%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                  | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4372289.58   | 0.13%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   6600000 | PA      | $6535659.70   | 0.19%             | 2030-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | Lockheed Martin Corp                                                            | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |  11350000 | PA      | $11418144.49  | 0.34%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MED Commercial Mortgage Trust 2024-MOB                                          | MED Commercial Mortgage Trust 2024-MOB                                          | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $14787271.50  | 0.44%             | 2041-05-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| MHP 2021-STOR                                                                   | MHP 2021-STOR                                                                   | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8800000 | PA      | $8794500.00   | 0.26%             | 2038-07-15      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| MVW 2024-2 LLC                                                                  | MVW 2024-2 LLC                                                                  | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10126261 | PA      | $10075724.34  | 0.30%             | 2042-03-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                 | MVW 2021-1W LLC                                                                 | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1051113 | PA      | $1019340.03   | 0.03%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| MVW 2023-2 LLC                                                                  | MVW 2023-2 LLC                                                                  | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4105422 | PA      | $4211802.25   | 0.12%             | 2040-11-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| MVW 2026-1 LLC                                                                  | MVW 2026-1 LLC                                                                  | CUSIP: 55400XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7150000 | PA      | $7129149.17   | 0.21%             | 2043-03-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XL-R Ltd                                                   | Madison Park Funding XL-R Ltd                                                   | CUSIP: 55823RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12750000 | PA      | $12778687.50  | 0.38%             | 2038-10-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Magnetite XLVII Ltd                                                             | Magnetite XLVII Ltd                                                             | CUSIP: 559916AA9<br>LEI: 529900SMT5EN0CN67W73 | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6263456.25   | 0.19%             | 2038-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Maranon Loan Funding 2021-3 Ltd                                                 | Maranon Loan Funding 2021-3 Ltd                                                 | CUSIP: 56577NAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6300000 | PA      | $6292402.20   | 0.19%             | 2036-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                | Markel Group Inc                                                                | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   4719000 | PA      | $4648129.68   | 0.14%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | Mars Inc                                                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6337443.42   | 0.19%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | Mars Inc                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9495214.86   | 0.28%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | Marvell Technology Inc                                                          | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9543335.11   | 0.28%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust 2019-1                                             | Metlife Securitization Trust 2019-1                                             | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590853 | PA      | $584593.71    | 0.02%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   9300000 | PA      | $9294894.58   | 0.28%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd                                                                 | Mizuho Bank Ltd                                                                 | CUSIP: 60688XBP4<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |   2300000 | PA      | $2313148.92   | 0.07%             | 2031-04-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Bank NA                                                          | Morgan Stanley Bank NA                                                          | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10597584.27  | 0.31%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5915710.26   | 0.18%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9350000 | PA      | $9474286.18   | 0.28%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2603846.15   | 0.08%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6368795.87   | 0.19%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9983003.40   | 0.30%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7624332.53   | 0.23%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2020-1                           | Morgan Stanley Residential Mortgage Loan Trust 2020-1                           | CUSIP: 61771QBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3480672 | PA      | $3180751.88   | 0.09%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10750000 | PA      | $10747386.78  | 0.32%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-1                           | Morgan Stanley Residential Mortgage Loan Trust 2025-1                           | CUSIP: 617944AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4172225 | PA      | $4175214.70   | 0.12%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust 2026-LPFX                                         | MTN Commercial Mortgage Trust 2026-LPFX                                         | CUSIP: 624944AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7032900.00   | 0.21%             | 2043-05-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG Energy Inc                                                                  | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $7023944.09   | 0.21%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT Finance Corp                                                                | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   9300000 | PA      | $9335863.03   | 0.28%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2026-1PARK                                        | NYC Commercial Mortgage Trust 2026-1PARK                                        | CUSIP: 62979QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7992500.00   | 0.24%             | 2043-02-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2023-A                                | Navient Private Education Refi Loan Trust 2023-A                                | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1785142 | PA      | $1819171.94   | 0.05%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC                                                               | CUSIP: 639057AR9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   9500000 | PA      | $9581248.56   | 0.28%             | 2028-11-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   9500000 | PA      | $9590093.44   | 0.28%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                                | Navient Private Education Refi Loan Trust 2020-H                                | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2049225 | PA      | $1947389.29   | 0.06%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-A                                | Navient Private Education Refi Loan Trust 2019-A                                | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     92581 | PA      | $92470.63     | 0.00%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-D                                | Navient Private Education Refi Loan Trust 2020-D                                | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2215621 | PA      | $2115255.28   | 0.06%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-G                                | Navient Private Education Refi Loan Trust 2019-G                                | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1473853 | PA      | $1438251.93   | 0.04%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-G                                | Navient Private Education Refi Loan Trust 2020-G                                | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1616506 | PA      | $1517952.64   | 0.05%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-F                                | Navient Private Education Refi Loan Trust 2020-F                                | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1446877 | PA      | $1366795.31   | 0.04%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-A                                | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2282952 | PA      | $2089258.40   | 0.06%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-E                                | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7479316 | PA      | $6685104.38   | 0.20%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-F                                | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3279606 | PA      | $2918335.43   | 0.09%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-C                                | Navient Private Education Refi Loan Trust 2021-C                                | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4986804 | PA      | $4542088.30   | 0.13%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-B                                | Navient Private Education Refi Loan Trust 2021-B                                | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5190011 | PA      | $4728729.76   | 0.14%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2022-A                                | Navient Private Education Refi Loan Trust 2022-A                                | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3081661 | PA      | $2812954.52   | 0.08%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Navesink CLO 2 Ltd                                                              | Navesink CLO 2 Ltd                                                              | CUSIP: 63942YAQ7<br>LEI: 254900HNRWNLGN0X1N35 | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6244693.75   | 0.19%             | 2036-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2024-A                                | Navient Private Education Refi Loan Trust 2024-A                                | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6656394 | PA      | $6745624.47   | 0.20%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust 2025-A                                             | Navient Education Loan Trust 2025-A                                             | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4023264 | PA      | $4038854.42   | 0.12%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2026-A                                             | Navient Refinance Loan Trust 2026-A                                             | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7723142 | PA      | $7611519.13   | 0.23%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust 2026-A                                             | Navient Education Loan Trust 2026-A                                             | CUSIP: 63943MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6700000 | PA      | $6674253.24   | 0.20%             | 2056-09-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-B                                             | Navient Refinance Loan Trust 2025-B                                             | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10609520 | PA      | $10515104.33  | 0.31%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-D                                                | Nelnet Student Loan Trust 2021-D                                                | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4776296 | PA      | $4557773.84   | 0.14%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-A                                                | Nelnet Student Loan Trust 2021-A                                                | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9941228 | PA      | $9479478.28   | 0.28%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                                | Nelnet Student Loan Trust 2021-C                                                | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3508672 | PA      | $3307001.59   | 0.10%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 7 Ltd                                                          | New Mountain CLO 7 Ltd                                                          | CUSIP: 64754YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $9484144.50   | 0.28%             | 2038-03-31      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 6 Ltd                                                          | New Mountain CLO 6 Ltd                                                          | CUSIP: 647908AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6300000 | PA      | $6311132.10   | 0.19%             | 2037-10-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | New York Life Global Funding                                                    | CUSIP: 64952WFK4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4828813.82   | 0.14%             | 2029-12-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | New York Life Global Funding                                                    | CUSIP: 64952WFN8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   9350000 | PA      | $9383750.79   | 0.28%             | 2030-06-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5021919.95   | 0.15%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3458000 | PA      | $3486514.05   | 0.10%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10131181.00  | 0.30%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 2 Ltd                                                                  | 1988 CLO 2 Ltd                                                                  | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12500000 | PA      | $12493800.00  | 0.37%             | 2038-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 3 Ltd                                                                  | 1988 CLO 3 Ltd                                                                  | CUSIP: 653949AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $9497416.00   | 0.28%             | 2038-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NiSource Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2740555.76   | 0.08%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                                      | Nissan Auto Receivables 2024-B Owner Trust                                      | CUSIP: 65479WAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    681182 | PA      | $681348.00    | 0.02%             | 2027-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2025-B Owner Trust                                      | Nissan Auto Receivables 2025-B Owner Trust                                      | CUSIP: 65490DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18000000 | PA      | $17997287.40  | 0.53%             | 2028-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | Northrop Grumman Corp                                                           | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10067453.00  | 0.30%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                              | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2R9<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9588316.66   | 0.28%             | 2027-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                              | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2U2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |  12200000 | PA      | $12356799.77  | 0.37%             | 2030-01-13      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | Novartis Capital Corp                                                           | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7209595.68   | 0.21%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | Novartis Capital Corp                                                           | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7401795.08   | 0.22%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                                 | OGE Energy Corp                                                                 | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10232946.60  | 0.30%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-28L                                          | NYC Commercial Mortgage Trust 2025-28L                                          | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $8975302.20   | 0.27%             | 2038-11-05      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO 2019-4 Ltd                                                          | Oaktree CLO 2019-4 Ltd                                                          | CUSIP: 67402CBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19000000 | PA      | $19019513.00  | 0.56%             | 2037-07-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO 2024-25 Ltd                                                         | Oaktree CLO 2024-25 Ltd                                                         | CUSIP: 67402PAA5<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |   6300000 | PA      | $6308026.20   | 0.19%             | 2037-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust 2021-3                                                 | Oceanview Mortgage Trust 2021-3                                                 | CUSIP: 67647VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9132961 | PA      | $8193467.20   | 0.24%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6045688.26   | 0.18%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 1301 Trust 2025-AOA                                                             | 1301 Trust 2025-AOA                                                             | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8400000 | PA      | $8436750.00   | 0.25%             | 2042-08-11      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK Inc                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6030935.40   | 0.18%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK Inc                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  11700000 | PA      | $11668469.44  | 0.35%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK Inc                                                                       | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7853582.44   | 0.23%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Onemain Direct Auto Receivables Trust 2022-1                                    | Onemain Direct Auto Receivables Trust 2022-1                                    | CUSIP: 68269DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192417 | PA      | $192457.34    | 0.01%             | 2029-03-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                     | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9040974.54   | 0.27%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                     | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9387000.65   | 0.28%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                     | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9292749.52   | 0.28%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFS Financing Corp                                                              | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4529039.85   | 0.13%             | 2028-10-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFS Financing Corp                                                              | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13350000 | PA      | $13435202.37  | 0.40%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFS Financing Corp                                                              | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12550000 | PA      | $12670961.92  | 0.38%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFS Financing Corp                                                              | CUSIP: 69335PGJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7938120.00   | 0.24%             | 2031-03-17      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| PHH Mortgage Trust Series 2008-CIM1                                             | PHH Mortgage Trust Series 2008-CIM1                                             | CUSIP: 69337LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395277 | PA      | $365901.96    | 0.01%             | 2038-06-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6533384.64   | 0.19%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8817631.73   | 0.26%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                     | PNC Bank NA                                                                     | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8750845.16   | 0.26%             | 2027-05-13      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| PSMC 2021-3 Trust                                                               | PSMC 2021-3 Trust                                                               | CUSIP: 69376DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8045928 | PA      | $7260720.71   | 0.22%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust 2025-P11                                         | PENN Commercial Mortgage Trust 2025-P11                                         | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7109690.00   | 0.21%             | 2042-08-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust 2025-PRM5                                                            | PRM5 Trust 2025-PRM5                                                            | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4971359.00   | 0.15%             | 2033-03-10      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PacifiCorp                                                                      | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   9050000 | PA      | $9159230.97   | 0.27%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PacifiCorp                                                                      | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6191245.13   | 0.18%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | Pfizer Inc                                                                      | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8928938.07   | 0.26%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | Pfizer Inc                                                                      | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8978472.54   | 0.27%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Principal Funds, Inc - Government Money Market Fund - Class R-6                 | Principal Funds, Inc - Government Money Market Fund - Class R-6                 | CUSIP: 74257B639<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  64581422 | NS      | $64581421.99  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8246407.92   | 0.24%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | Public Service Enterprise Group Inc                                             | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10175175.30  | 0.30%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | Public Service Enterprise Group Inc                                             | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4140063.07   | 0.12%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                     | Public Storage Operating Co                                                     | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   9550000 | PA      | $9566569.25   | 0.28%             | 2027-04-16      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                     | Public Storage Operating Co                                                     | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9250718.26   | 0.27%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX Corp                                                                        | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   8075000 | PA      | $8133377.16   | 0.24%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | Republic Services Inc                                                           | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9106683.75   | 0.27%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                          | Roper Technologies Inc                                                          | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7363295.48   | 0.22%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                            | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   9300000 | PA      | $9287410.50   | 0.28%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                            | CUSIP: 78017DAT5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5800000 | PA      | $5775627.99   | 0.17%             | 2030-04-17      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | Ryder System Inc                                                                | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10909649.30  | 0.32%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA Tower Trust                                                                 | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2699829.44   | 0.08%             | 2052-07-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA Tower Trust                                                                 | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19400000 | PA      | $19132194.64  | 0.57%             | 2051-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2004-A                                    | SLM Private Credit Student Loan Trust 2004-A                                    | CUSIP: 78443CBH6<br>LEI: 54930054KUX5HFXZUQ43 | Long             | ABS-O            | CORP              | US        |     78609 | PA      | $78494.70     | 0.00%             | 2033-06-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2006-A                                    | SLM Private Credit Student Loan Trust 2006-A                                    | CUSIP: 78443CCL6<br>LEI: 549300I2YWZ9E1B0EY33 | Long             | ABS-O            | CORP              | US        |   7417774 | PA      | $7274860.84   | 0.22%             | 2039-06-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2006-B                                    | SLM Private Credit Student Loan Trust 2006-B                                    | CUSIP: 78443CCY8<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |   4192400 | PA      | $4111599.75   | 0.12%             | 2039-12-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                         | SMB Private Education Loan Trust 2021-A                                         | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4399838 | PA      | $4023513.32   | 0.12%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2022-C                                         | SMB Private Education Loan Trust 2022-C                                         | CUSIP: 78449CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5762488 | PA      | $5696181.13   | 0.17%             | 2050-05-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-B                                         | SMB Private Education Loan Trust 2021-B                                         | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6034801 | PA      | $5704683.93   | 0.17%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-E                                         | SMB Private Education Loan Trust 2021-E                                         | CUSIP: 78450MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5977947 | PA      | $5672034.12   | 0.17%             | 2051-02-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust 2026-OMA                                                       | SLG Office Trust 2026-OMA                                                       | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9500000 | PA      | $9534322.55   | 0.28%             | 2041-04-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                      | Schlumberger Holdings Corp                                                      | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6451331.01   | 0.19%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                      | Schlumberger Holdings Corp                                                      | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6526232.64   | 0.19%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-4                                                   | Sequoia Mortgage Trust 2024-4                                                   | CUSIP: 81743BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4203178 | PA      | $4216412.91   | 0.13%             | 2054-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-1                                                   | Sequoia Mortgage Trust 2025-1                                                   | CUSIP: 81743EAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1382293 | PA      | $1385343.41   | 0.04%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2020-4                                                   | Sequoia Mortgage Trust 2020-4                                                   | CUSIP: 81748RAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5497600 | PA      | $5096221.30   | 0.15%             | 2050-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-S2                                                  | Sequoia Mortgage Trust 2025-S2                                                  | CUSIP: 81748UAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1907945 | PA      | $1832253.51   | 0.05%             | 2055-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2021-3                                                   | Sequoia Mortgage Trust 2021-3                                                   | CUSIP: 81748VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14888588 | PA      | $13375315.07  | 0.40%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2021-4                                                   | Sequoia Mortgage Trust 2021-4                                                   | CUSIP: 81748WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14836607 | PA      | $13328713.80  | 0.40%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-1                                                   | Sequoia Mortgage Trust 2024-1                                                   | CUSIP: 81749GAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421384 | PA      | $420272.24    | 0.01%             | 2054-01-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-2                                                   | Sequoia Mortgage Trust 2024-2                                                   | CUSIP: 81749HAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    694957 | PA      | $693781.28    | 0.02%             | 2054-03-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2026-HYB1                                                | Sequoia Mortgage Trust 2026-HYB1                                                | CUSIP: 81750GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8835026 | PA      | $8674422.41   | 0.26%             | 2056-04-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| 720 East CLO V Ltd                                                              | 720 East CLO V Ltd                                                              | CUSIP: 81789MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5504944.50   | 0.16%             | 2037-07-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | Shell Finance US Inc                                                            | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7710216.77   | 0.23%             | 2030-11-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | Sherwin-Williams Co/The                                                         | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7976952.40   | 0.24%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | Sherwin-Williams Co/The                                                         | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6487042.19   | 0.19%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 11 Ltd                                                          | Signal Peak CLO 11 Ltd                                                          | CUSIP: 82666XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6255368.75   | 0.19%             | 2037-07-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                      | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   8000000 | PA      | $8146313.76   | 0.24%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10500000 | PA      | $10649521.58  | 0.32%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   9300000 | PA      | $9496545.27   | 0.28%             | 2031-05-22      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | Solventum Corp                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   3877000 | PA      | $3964266.85   | 0.12%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | Southern Co/The                                                                 | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8533861.71   | 0.25%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                               | Southern Power Co                                                               | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6175900.50   | 0.18%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPGN Trust 2026-TFLM                                                            | SPGN Trust 2026-TFLM                                                            | CUSIP: 847946AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12500000 | PA      | $12468750.00  | 0.37%             | 2041-02-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3805864.84   | 0.11%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                               | Store Capital LLC                                                               | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $8736843.10   | 0.26%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | Swedbank AB                                                                     | CUSIP: 870195AC8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   8500000 | PA      | $8671791.89   | 0.26%             | 2029-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2025-2                                                        | T-Mobile US Trust 2025-2                                                        | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $13018943.60  | 0.39%             | 2030-04-22      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | Take-Two Interactive Software Inc                                               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8765476.81   | 0.26%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | Take-Two Interactive Software Inc                                               | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7548606.13   | 0.22%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                               | Tampa Electric Co                                                               | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2369555.11   | 0.07%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc                                                    | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9423397.04   | 0.28%             | 2032-02-27      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust 2025-TWR                                        | TEXAS Commercial Mortgage Trust 2025-TWR                                        | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7476562.50   | 0.22%             | 2042-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | Texas Instruments Inc                                                           | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8098368.24   | 0.24%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO II                                                               | 37 Capital CLO II                                                               | CUSIP: 88429PAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $9999040.00   | 0.30%             | 2034-07-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAP5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   6200000 | PA      | $6182693.63   | 0.18%             | 2029-04-23      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2023-1                                     | Toyota Auto Loan Extended Note Trust 2023-1                                     | CUSIP: 89231WAA1<br>LEI: 5493000KI9FC40RVHF71 | Long             | ABS-O            | CORP              | US        |   7600000 | PA      | $7698257.36   | 0.23%             | 2036-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                      | Toyota Auto Receivables 2024-D Owner Trust                                      | CUSIP: 89239TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    432283 | PA      | $432431.13    | 0.01%             | 2027-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                            | Trafigura Securitisation Finance PLC                                            | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |  15000000 | PA      | $15013920.00  | 0.45%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8487318.88   | 0.25%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp                                                           | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4554360.59   | 0.14%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp                                                           | CUSIP: 89788MAX0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7730077.21   | 0.23%             | 2032-04-23      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | Tyco Electronics Group SA                                                       | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   6400000 | PA      | $6372628.61   | 0.19%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                                        | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8780911.74   | 0.26%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp                                                                      | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3758093.99   | 0.11%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp                                                                      | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4881329.18   | 0.14%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp                                                                      | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9143103.21   | 0.27%             | 2032-01-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114100000 | PA      | $111826913.49 | 3.32%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52200000 | PA      | $52284417.32  | 1.55%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  97600000 | PA      | $97783000.00  | 2.90%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10002734.40  | 0.30%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29992968.60  | 0.89%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | Verizon Master Trust                                                            | CUSIP: 92348KBS1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  13800000 | PA      | $13823402.04  | 0.41%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | Verizon Master Trust                                                            | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5503609.10   | 0.16%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | Verizon Master Trust                                                            | CUSIP: 92348KDJ9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5501611.50   | 0.16%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | Verizon Master Trust                                                            | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   9700000 | PA      | $9773222.39   | 0.29%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2026-1                                              | Verizon Master Trust Series 2026-1                                              | CUSIP: 92348KFC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $8956846.80   | 0.27%             | 2031-02-20      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  19500000 | PA      | $19381440.00  | 0.57%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | Vistra Operations Co LLC                                                        | CUSIP: 92840VBA9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $4960852.24   | 0.15%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                             | Vulcan Materials Co                                                             | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9146751.75   | 0.27%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC Energy Group Inc                                                            | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5027881.65   | 0.15%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust 2024-HQ                                            | WB Commercial Mortgage Trust 2024-HQ                                            | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10012255.00  | 0.30%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6274252.07   | 0.19%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4332475.84   | 0.13%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9663580.03   | 0.29%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2020-3 Trust                             | Wells Fargo Mortgage Backed Securities 2020-3 Trust                             | CUSIP: 95002TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43901 | PA      | $43689.45     | 0.00%             | 2050-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2020-4 Trust                             | Wells Fargo Mortgage Backed Securities 2020-4 Trust                             | CUSIP: 95002VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4053317 | PA      | $3543344.92   | 0.11%             | 2050-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2021-1 Trust                             | Wells Fargo Mortgage Backed Securities 2021-1 Trust                             | CUSIP: 95003AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1419478 | PA      | $1289492.84   | 0.04%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2020-5 Trust                             | Wells Fargo Mortgage Backed Securities 2020-5 Trust                             | CUSIP: 95003BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3465645 | PA      | $3194679.03   | 0.09%             | 2050-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | Welltower OP LLC                                                                | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12000219.96  | 0.36%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                        | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3895840.29   | 0.12%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                   | Westlake Corp                                                                   | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7893191.46   | 0.23%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                                    | Westlake Automobile Receivables Trust 2025-2                                    | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4210117 | PA      | $4218459.99   | 0.13%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2024-3                                    | Westlake Automobile Receivables Trust 2024-3                                    | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45961 | PA      | $45983.23     | 0.00%             | 2027-09-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-P1                                   | Westlake Automobile Receivables Trust 2025-P1                                   | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4364343 | PA      | $4370626.21   | 0.13%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-3                                    | Westlake Automobile Receivables Trust 2025-3                                    | CUSIP: 96043QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8538751 | PA      | $8544831.89   | 0.25%             | 2028-04-17      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-1                                    | Westlake Automobile Receivables Trust 2025-1                                    | CUSIP: 96043VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2436715 | PA      | $2439048.24   | 0.07%             | 2028-01-18      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos Inc/The                                                            | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8740447.01   | 0.26%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                   | Wisconsin Public Service Corp                                                   | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5524082.63   | 0.16%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2025-A                                             | World Omni Select Auto Trust 2025-A                                             | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9530845 | PA      | $9535438.17   | 0.28%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                        | World Omni Auto Receivables Trust 2025-A                                        | CUSIP: 98164YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3235556 | PA      | $3238164.41   | 0.10%             | 2028-04-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-D                                        | World Omni Auto Receivables Trust 2025-D                                        | CUSIP: 98165HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12323549 | PA      | $12314450.14  | 0.37%             | 2029-02-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2026-A                                        | World Omni Auto Receivables Trust 2026-A                                        | CUSIP: 98190AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9900000 | PA      | $9880696.98   | 0.29%             | 2029-04-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-C                                        | World Omni Auto Receivables Trust 2025-C                                        | CUSIP: 981936AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9704071 | PA      | $9709857.54   | 0.29%             | 2028-10-16      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | Xcel Energy Inc                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6852956.95   | 0.20%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund - Institutional Class                               | BlackRock Liquidity FedFund - Institutional Class                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    290554 | NS      | $290554.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Futures                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       931 | NC      | $1024040.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | Futures                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       330 | NC      | $-114087.60   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

**Name of Applicant:** Principal Funds, Inc

**Signature:** Megan Hoffmann

**Name of Signer:** /s/ Megan Hoffmann

**Title:** Vice President and Treasurer