# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0002071691-26-014250
**Filing Date:** 2026-6
**Character Count:** 350610
**Document Hash:** df1b2f5a617a820eb98417ae39250eb4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014250.hdr.sgml**: 20260623

**ACCESSION NUMBER**: 0002071691-26-014250

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260623

**DATE AS OF CHANGE**: 20260623

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NATIONWIDE MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0001048702

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08495
- **FILM NUMBER:** 261112222

**BUSINESS ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 05-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215
- **BUSINESS PHONE:** 614-435-5749

**MAIL ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 05-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GARTMORE MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20020125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19991015

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE INVESTING FOUNDATION III
- **DATE OF NAME CHANGE:** 19971029

## Series and Classes Contracts Data

### Nationwide Loomis Core Bond Fund (Series ID: S000041106)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000127632 | Class A                     | NWJGX           |
| C000127634 | Class R6                    | NWJIX           |
| C000127635 | Institutional Service Class | NWJJX           |
| C000255576 | Eagle Class                 | NWAZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-08495

- **c. CIK number of Registrant:** 0001048702

- **d. LEI of Registrant:** 549300NXDT8MH8Z3PQ44

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

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

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

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

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

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

- **b. EDGAR series identifier (if any):** S000041106

- **c. LEI of Series:** 549300ZRG1B2XM4FIS52

**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:** $938099022.78

**Total Liabilities:** $38420694.99

**Net Assets:** $899678327.79

**Cash Not Reported:** $15415164.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1362.90237900 | **1-Year:** 32979.48581700 | **5-Year:** 109726.73274800 | **10-Year:** 113323.67942900 | **30-Year:** 30456.29726900

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

- **3-Month:** 0.56096100 | **1-Year:** 260.55308600 | **5-Year:** 282.38134400 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000127632 | 1.50%                | -1.87%               | 0.24%                |
| Class ID C000127634 | 1.49%                | -1.81%               | 0.15%                |
| Class ID C000127635 | 1.47%                | -1.83%               | 0.13%                |
| Class ID C000255576 | 1.48%                | -1.81%               | 0.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-395271.17              | $10429467.78                               |
| Month 2  | $-646548.72              | $-18768994.17                              |
| Month 3  | $-6757.47                | $-1459866.96                               |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO Bank NV                                                    | ABN AMRO Bank NV                                                                 | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $503439.43    | 0.06%             | 2027-09-18      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                           | Corebridge Global Funding                                                        | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812044.45    | 0.09%             | 2029-06-24      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: —       |
| ANZ New Zealand International Ltd.                                  | ANZ New Zealand International Ltd.                                               | CUSIP: 00182EBU2<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    700000 | PA      | $716199.39    | 0.08%             | 2028-08-14      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                          | AT&T, Inc.                                                                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    174000 | PA      | $147114.04    | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                          | AT&T, Inc.                                                                       | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2333000 | PA      | $2311095.32   | 0.26%             | 2056-10-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                 | Abbott Laboratories                                                              | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2176000 | PA      | $2103869.43   | 0.23%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                        | AbbVie, Inc.                                                                     | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    605000 | PA      | $595398.27    | 0.07%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                          | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1805000 | PA      | $1782740.99   | 0.20%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                 | Affirm Master Trust, Series 2025-2A, Class A                                     | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1629905.06   | 0.18%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                          | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $418838.57    | 0.05%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Ltd.                                                      | Aircastle Ltd.                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    885000 | PA      | $858343.51    | 0.10%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Ltd.                                                      | Aircastle Ltd.                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    155000 | PA      | $160366.20    | 0.02%             | 2028-07-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALA Trust                                                           | ALA Trust, Series 2025-OANA, Class A                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $436631.25    | 0.05%             | 2040-06-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Alexander Funding Trust II                                          | Alexander Funding Trust II                                                       | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $294686.85    | 0.03%             | 2028-07-31      | Fixed         | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                      | Alimentation Couche-Tard, Inc.                                                   | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   2110000 | PA      | $2096576.58   | 0.23%             | 2028-09-29      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                          | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAB2<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988260.20   | 0.22%             | 2028-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                          | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    525000 | PA      | $528579.96    | 0.06%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                                       | UMBS, 30 Year, Single Family                                                     | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1579000 | PA      | $1518691.15   | 0.17%             | 2056-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                       | FNMA/FHLMC UMBS, 30 Year, Single Family                                          | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1421000 | PA      | $1364616.55   | 0.15%             | 2056-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                | Ally Financial, Inc.                                                             | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1783941.31   | 0.20%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: —       |
| Ally Auto Receivables Trust                                         | Ally Auto Receivables Trust, Series 2025-1, Class A3                             | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $549072.10    | 0.06%             | 2030-03-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                         | Ally Auto Receivables Trust, Series 2026-1, Class A3                             | CUSIP: 02008PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $432173.15    | 0.05%             | 2030-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                    | Amazon.com, Inc.                                                                 | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2434000 | PA      | $2395641.99   | 0.27%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Amcor Flexibles North America, Inc.                                 | Amcor Flexibles North America, Inc.                                              | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    830000 | PA      | $808980.82    | 0.09%             | 2036-03-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Amcor Group Finance plc                                             | Amcor Group Finance plc                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   2115000 | PA      | $2165050.86   | 0.24%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Ameren Corp.                                                        | Ameren Corp.                                                                     | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314492.60    | 0.03%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AmeriCredit Automobile Receivables Trust                            | AmeriCredit Automobile Receivables Trust, Series 2024-1, Class A3                | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    432963 | PA      | $435416.86    | 0.05%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                        | American Credit Acceptance Receivables Trust, Series 2025-2, Class C             | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730000 | PA      | $734433.14    | 0.08%             | 2031-04-14      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                        | American Credit Acceptance Receivables Trust, Series 2026-2, Class C             | CUSIP: 02528FAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1085000 | PA      | $1081906.56   | 0.12%             | 2032-05-10      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                        | American Credit Acceptance Receivables Trust, Series 2023-3, Class C             | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61263 | PA      | $61386.10     | 0.01%             | 2029-10-12      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                        | American Credit Acceptance Receivables Trust, Series 2026-1, Class C             | CUSIP: 02531FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2050000 | PA      | $2039104.46   | 0.23%             | 2033-01-12      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| American National Group, Inc.                                       | American National Group, Inc.                                                    | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    906000 | PA      | $888466.52    | 0.10%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| American Express Co.                                                | American Express Co.                                                             | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2563096.79   | 0.28%             | 2032-02-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: —       |
| American Home Mortgage Investment Trust                             | American Home Mortgage Investment Trust, Series 2004-3, Class 6A1                | CUSIP: 02660TBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       631 | PA      | $627.48       | 0.00%             | 2034-10-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                        | American Honda Finance Corp.                                                     | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    510000 | PA      | $501744.59    | 0.06%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                    | American National Global Funding                                                 | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1181194.55   | 0.13%             | 2030-06-03      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| American National Global Funding                                    | American National Global Funding                                                 | CUSIP: 02771D2D5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    679000 | PA      | $674542.24    | 0.07%             | 2028-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| American Water Capital Corp.                                        | American Water Capital Corp.                                                     | CUSIP: 03040WBH7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2542856.08   | 0.28%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                            | AmeriCredit Automobile Receivables Trust, Series 2021-3, Class C                 | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110754 | PA      | $110508.42    | 0.01%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust                            | Americredit Automobile Receivables Trust, Series 2023-1, Class B                 | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    735000 | PA      | $738244.07    | 0.08%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                         | Amgen, Inc.                                                                      | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321741.15    | 0.04%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Amgen, Inc.                                                         | Amgen, Inc.                                                                      | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    965000 | PA      | $926489.66    | 0.10%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Analog Devices, Inc.                                                | Analog Devices, Inc.                                                             | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1674677.85   | 0.19%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                 | Antares Holdings LP                                                              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    655000 | PA      | $637934.08    | 0.07%             | 2027-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Antares Holdings LP                                                 | Antares Holdings LP                                                              | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    440000 | PA      | $438499.60    | 0.05%             | 2029-10-23      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                                               | Elevance Health, Inc.                                                            | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2097151.11   | 0.23%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| APA Corp.                                                           | APA Corp.                                                                        | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    855000 | PA      | $873815.42    | 0.10%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                      | Apollo Global Management, Inc.                                                   | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    620000 | PA      | $603511.51    | 0.07%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Apollo Debt Solutions BDC                                           | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    497000 | PA      | $492412.22    | 0.05%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                           | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    413000 | PA      | $405960.51    | 0.05%             | 2031-01-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Applebee's Funding LLC                                              | Applebee's Funding LLC, Series 2025-1A, Class A2                                 | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2725000 | PA      | $2730737.76   | 0.30%             | 2055-06-07      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Trust                                                  | Aqua Finance Trust, Series 2021-A, Class A                                       | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167821 | PA      | $153747.92    | 0.02%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| Ares XXXIX CLO Ltd.                                                 | Ares XXXIX CLO Ltd., Series 2016-39A, Class AR3                                  | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   1125000 | PA      | $1126032.75   | 0.13%             | 2037-07-18      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                          | Ares Strategic Income Fund                                                       | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    580000 | PA      | $580410.17    | 0.06%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                             | Arrow Electronics, Inc.                                                          | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    840000 | PA      | $848746.42    | 0.09%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Ashtead Capital, Inc.                                               | Ashtead Capital, Inc.                                                            | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1577398.53   | 0.18%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                               | Athene Global Funding                                                            | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    617000 | PA      | $619875.97    | 0.07%             | 2030-01-07      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                               | Athene Global Funding                                                            | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1044403.37   | 0.12%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                      | Atlas Warehouse Lending Co. LP                                                   | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    465000 | PA      | $478037.30    | 0.05%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                      | Atlas Warehouse Lending Co. LP                                                   | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    945000 | PA      | $929236.69    | 0.10%             | 2030-11-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Australian Metcoal Financing Pty. Ltd.                              | Australian Metcoal Financing Pty. Ltd.                                           | CUSIP: 05257TAA3<br>LEI: 529900ZB2IL1HUTFQ193 | Long             | DBT              | CORP              | AU        |    234000 | PA      | $237200.66    | 0.03%             | 2031-10-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                                    | AutoNation, Inc.                                                                 | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    917000 | PA      | $909493.80    | 0.10%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust                                            | AutoNation Finance Trust, Series 2025-1A, Class A3                               | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $517145.13    | 0.06%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust                                            | AutoNation Finance Trust, Series 2026-1A, Class A3                               | CUSIP: 05330WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $413519.24    | 0.05%             | 2030-08-12      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                           | Auxilior Term Funding LLC, Series 2023-1A, Class A2                              | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11978 | PA      | $11995.52     | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Aventura Mall Trust                                                 | Aventura Mall Trust, Series 2018-AVM, Class A                                    | CUSIP: 05359AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $691323.15    | 0.08%             | 2040-07-05      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                          | Aviation Capital Group LLC                                                       | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    885000 | PA      | $890908.11    | 0.10%             | 2030-04-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                          | Aviation Capital Group LLC                                                       | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    385000 | PA      | $379553.15    | 0.04%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                            | Avis Budget Rental Car Funding AESOP LLC, Series 2023-3A, Class A                | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1309455.16   | 0.15%             | 2028-02-22      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                            | Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A                | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $714021.91    | 0.08%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                            | Avis Budget Rental Car Funding AESOP LLC, Series 2025-2A, Class A                | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $390239.00    | 0.04%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                            | Avis Budget Rental Car Funding AESOP LLC, Series 2026-1A, Class A                | CUSIP: 05377RLL6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    835000 | PA      | $826502.62    | 0.09%             | 2030-08-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                        | Avolon Holdings Funding Ltd.                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    532000 | PA      | $533902.97    | 0.06%             | 2028-01-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                        | Avolon Holdings Funding Ltd.                                                     | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1713000 | PA      | $1671294.36   | 0.19%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                        | Avolon Holdings Funding Ltd.                                                     | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    633000 | PA      | $621524.39    | 0.07%             | 2029-04-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| BHG Securitization Trust                                            | BHG Securitization Trust, Series 2025-2CON, Class A                              | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600545 | PA      | $600482.67    | 0.07%             | 2036-09-17      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| BA Credit Card Trust                                                | BA Credit Card Trust, Series 2023-A1, Class A1                                   | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500185.95    | 0.06%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                   | BAT Capital Corp.                                                                | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $976407.43    | 0.11%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                | BBCMS Mortgage Trust, Series 2021-C12, Class A5                                  | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1306278.31   | 0.15%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BGC Group, Inc.                                                     | BGC Group, Inc.                                                                  | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    430000 | PA      | $440296.16    | 0.05%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                      | BFLD Commercial Mortgage Trust, Series 2025-660F, Class A                        | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1110693.75   | 0.12%             | 2042-11-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                                  | BMW US Capital LLC                                                               | CUSIP: 05565EDJ1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2108000 | PA      | $2098639.32   | 0.23%             | 2033-03-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BPR Trust                                                           | BPR Trust, Series 2021-NRD, Class A                                              | CUSIP: 05592CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    815000 | PA      | $810888.81    | 0.09%             | 2038-12-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| BofA Auto Trust                                                     | BofA Auto Trust, Series 2025-1A, Class A3                                        | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $355839.36    | 0.04%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                            | BX Trust, Series 2025-DELC, Class A                                              | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565000 | PA      | $565529.69    | 0.06%             | 2042-12-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                            | BX Trust, Series 2024-VLT4, Class A                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    753208 | PA      | $750853.73    | 0.08%             | 2041-06-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                             | BMW Vehicle Lease Trust, Series 2024-2, Class A3                                 | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545340 | PA      | $545705.41    | 0.06%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini BV                                                  | Bacardi-Martini BV                                                               | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   1075000 | PA      | $1093427.56   | 0.12%             | 2030-02-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Bacardi Ltd.                                                        | Bacardi Ltd.                                                                     | CUSIP: 05635JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $142094.23    | 0.02%             | 2043-06-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                | Bain Capital Specialty Finance, Inc.                                             | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    615000 | PA      | $607757.78    | 0.07%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                | Bain Capital Specialty Finance, Inc.                                             | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200951.18    | 0.02%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                | Bain Capital Specialty Finance, Inc.                                             | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    670000 | PA      | $648868.30    | 0.07%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1581381.92   | 0.18%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                  | Banco Santander SA                                                               | CUSIP: 05971KAW9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $992791.03    | 0.11%             | 2036-04-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                               | Bank of America Corp.                                                            | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3233000 | PA      | $3188175.39   | 0.35%             | 2032-02-06      | Variable      | 4.46%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                               | Bank of America Corp.                                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419519.49    | 0.05%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                               | Bank of America Corp.                                                            | CUSIP: 06051GMY2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3182000 | PA      | $3172578.29   | 0.35%             | 2030-04-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| BANK5                                                               | BANK5, Series 2023-5YR4, Class A3                                                | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233716 | PA      | $242249.47    | 0.03%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                    | Bank of Montreal                                                                 | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1119341.13   | 0.12%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                                                    | Bank of Montreal                                                                 | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $579858.32    | 0.06%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                 | Bank of New York Mellon Corp. (The)                                              | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    472000 | PA      | $478413.77    | 0.05%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                 | Bank of New York Mellon Corp. (The)                                              | CUSIP: 06406RCL9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1084831.95   | 0.12%             | 2032-04-23      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                           | Bank of Nova Scotia (The)                                                        | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1892000 | PA      | $1866387.05   | 0.21%             | 2031-09-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                  | Bank of America NA                                                               | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1013408.06   | 0.11%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BANK                                                                | BANK, Series 2020-BN25, Class A5                                                 | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030000 | PA      | $954539.83    | 0.11%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK                                                                | BANK, Series 2020-BN26, Class A4                                                 | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $1878479.99   | 0.21%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK                                                                | BANK, Series 2021-BN37, Class A5                                                 | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1311365.10   | 0.15%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                         | BANK5 Trust, Series 2024-5YR6, Class A3                                          | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1235000 | PA      | $1283123.63   | 0.14%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                               | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    540000 | PA      | $546530.26    | 0.06%             | 2028-02-16      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: —       |
| Barclays plc                                                        | Barclays plc                                                                     | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    777000 | PA      | $755117.84    | 0.08%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: —       |
| Barings BDC, Inc.                                                   | Barings BDC, Inc.                                                                | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    910000 | PA      | $892394.38    | 0.10%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                | Bayer US Finance LLC                                                             | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362879.00    | 0.04%             | 2029-01-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                            | Benchmark Mortgage Trust, Series 2024-V7, Class A3                               | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $593295.79    | 0.07%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                                            | BHG Securitization Trust, Series 2024-1CON, Class A                              | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73803 | PA      | $74906.06     | 0.01%             | 2035-04-17      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Black Hills Corp.                                                   | Black Hills Corp.                                                                | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    675000 | PA      | $640993.15    | 0.07%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                      | Blackstone Private Credit Fund                                                   | CUSIP: 09261HCC9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    480000 | PA      | $472079.43    | 0.05%             | 2031-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                 | Block Financial LLC                                                              | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1225099.21   | 0.14%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bluepeak ABS Issuer LLC                                             | Bluepeak ABS Issuer LLC, Series 2025-1A, Class A2                                | CUSIP: 09631QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2290000 | PA      | $2315581.59   | 0.26%             | 2055-12-20      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                      | BNP Paribas SA                                                                   | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    763000 | PA      | $747546.92    | 0.08%             | 2034-01-15      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                             | BMW Vehicle Lease Trust, Series 2025-1, Class A3                                 | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401398.24    | 0.04%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                    | Boeing Co. (The)                                                                 | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $519780.77    | 0.06%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Boeing Co. (The)                                                    | Boeing Co. (The)                                                                 | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432616.50    | 0.05%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                       | Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class A3           | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    645000 | PA      | $646767.04    | 0.07%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                       | Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class A3           | CUSIP: 107927AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $444112.67    | 0.05%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                       | Bridgecrest Lending Auto Securitization Trust, Series 2024-2, Class A3           | CUSIP: 10805MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16865 | PA      | $16878.69     | 0.00%             | 2028-06-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                       | Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class B            | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263737 | PA      | $264345.26    | 0.03%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                       | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class A3           | CUSIP: 10807HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    965000 | PA      | $967536.21    | 0.11%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                       | Bridgecrest Lending Auto Securitization Trust, Series 2026-2, Class A3           | CUSIP: 10807VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $264927.18    | 0.03%             | 2030-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1010290.25   | 0.11%             | 2027-04-09      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705989.98    | 0.08%             | 2029-06-10      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: —       |
| British Airways Pass-Through Trust                                  | British Airways Pass-Through Trust, Series 2021-1, Class B                       | CUSIP: 11042CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520761 | PA      | $499809.20    | 0.06%             | 2031-09-15      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                    | Brookfield Asset Management Ltd.                                                 | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $673996.54    | 0.07%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                    | Brookfield Asset Management Ltd.                                                 | CUSIP: 113004AE5<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1037000 | PA      | $1028303.20   | 0.11%             | 2031-04-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                            | BX Trust, Series 2025-VLT7, Class A                                              | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1810000 | PA      | $1807737.50   | 0.20%             | 2044-07-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CGI, Inc.                                                           | CGI, Inc.                                                                        | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   1829000 | PA      | $1833222.16   | 0.20%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                          | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    720000 | PA      | $723508.16    | 0.08%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                          | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    769000 | PA      | $760239.93    | 0.08%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                     | CSAIL Commercial Mortgage Trust, Series 2019-C18, Class A4                       | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765000 | PA      | $721935.40    | 0.08%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Pass-Through Certificates                       | Commercial Mortgage Pass-Through Certificates, Series 2012-LTRT, Class A2        | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55655 | PA      | $55275.83     | 0.01%             | 2030-10-05      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| CSMC OA LLC                                                         | CSMC OA LLC, Series 2014-USA, Class A1                                           | CUSIP: 12649AAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    334917 | PA      | $311845.82    | 0.03%             | 2037-09-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| CSMC OA LLC                                                         | CSMC OA LLC, Series 2014-USA, Class A2                                           | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1030000 | PA      | $959040.21    | 0.11%             | 2037-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| CSL Finance plc                                                     | CSL Finance plc                                                                  | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $522884.29    | 0.06%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                              | CVS Pass-Through Trust                                                           | CUSIP: 126650BQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    729614 | PA      | $753825.79    | 0.08%             | 2030-01-10      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                              | CVS Pass-Through Trust                                                           | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415430 | PA      | $436987.41    | 0.05%             | 2032-01-10      | Fixed         | 7.51%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                 | COMM Mortgage Trust, Series 2024-CBM, Class A2                                   | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $185158.53    | 0.02%             | 2041-12-10      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Cabot Corp.                                                         | Cabot Corp.                                                                      | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    415000 | PA      | $407443.00    | 0.05%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                        | CaixaBank SA                                                                     | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1225000 | PA      | $1226691.63   | 0.14%             | 2031-07-03      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                        | CaixaBank SA                                                                     | CUSIP: 12803RAN4<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1254000 | PA      | $1245869.08   | 0.14%             | 2032-04-22      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                               | Camden Property Trust                                                            | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    910000 | PA      | $884535.47    | 0.10%             | 2036-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Campbell's Co. (The)                                                | Campbell's Co. (The)                                                             | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1350951.44   | 0.15%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2100000 | PA      | $2115152.89   | 0.24%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                        | Canadian Pacific Railway Co.                                                     | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    712000 | PA      | $703984.89    | 0.08%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Cantor Fitzgerald LP                                                | Cantor Fitzgerald LP                                                             | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    445000 | PA      | $464556.09    | 0.05%             | 2028-12-12      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: —       |
| Capital One Financial Corp.                                         | Capital One Financial Corp.                                                      | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    685000 | PA      | $693678.00    | 0.08%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                         | Capital One Financial Corp.                                                      | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1324098.49   | 0.15%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                             | Capital One Multi-Asset Execution Trust, Series 2023-A1, Class A                 | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000216.70   | 0.11%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Capital Power US Holdings, Inc.                                     | Capital Power US Holdings, Inc.                                                  | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $553857.67    | 0.06%             | 2028-06-01      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                      | Carvana Auto Receivables Trust, Series 2024-P4, Class A3                         | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219968 | PA      | $220732.23    | 0.02%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                               | Cardinal Health, Inc.                                                            | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1618522.33   | 0.18%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CarMax Auto Owner Trust                                             | CarMax Auto Owner Trust, Series 2024-4, Class A3                                 | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1480000 | PA      | $1487479.62   | 0.17%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                             | CarMax Auto Owner Trust, Series 2023-2, Class A3                                 | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251606 | PA      | $252339.61    | 0.03%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                             | CarMax Auto Owner Trust, Series 2026-2, Class A3                                 | CUSIP: 142935AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $559896.34    | 0.06%             | 2031-06-16      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust                                     | CarMax Select Receivables Trust, Series 2024-A, Class A3                         | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239331 | PA      | $240806.68    | 0.03%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                                     | CarMax Select Receivables Trust, Series 2025-A, Class A3                         | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1070000 | PA      | $1077197.89   | 0.12%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                             | CarMax Auto Owner Trust, Series 2025-2, Class A3                                 | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $682993.22    | 0.08%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                             | Carmax Auto Owner Trust, Series 2025-4, Class A3                                 | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695000 | PA      | $690854.46    | 0.08%             | 2030-12-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                      | Carvana Auto Receivables Trust, Series 2025-P3, Class A3                         | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    720000 | PA      | $717165.72    | 0.08%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                      | Carvana Auto Receivables Trust, Series 2024-P2, Class A3                         | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245430 | PA      | $246969.30    | 0.03%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                      | Carvana Auto Receivables Trust, Series 2025-P2, Class A4                         | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1460000 | PA      | $1469193.77   | 0.16%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                | Charter Communications Operating LLC                                             | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $676511.08    | 0.08%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                | Chase Issuance Trust, Series 2023-A1, Class A                                    | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1506721.35   | 0.17%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                           | Chesapeake Funding II LLC, Series 2023-1A, Class A1                              | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    125053 | PA      | $125128.39    | 0.01%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                           | Chesapeake Funding II LLC, Series 2024-1A, Class A1                              | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    146654 | PA      | $148288.28    | 0.02%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                   | Chevron USA, Inc.                                                                | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1346801.24   | 0.15%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: —       |
| Citigroup, Inc.                                                     | Citigroup, Inc.                                                                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2930088.86   | 0.33%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                         | Citibank NA                                                                      | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    398000 | PA      | $399362.88    | 0.04%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                 | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class A4                    | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $861965.74    | 0.10%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                                     | Citizens Auto Receivables Trust, Series 2024-1, Class A3                         | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112217 | PA      | $112638.97    | 0.01%             | 2028-04-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                                  | CNO Global Funding                                                               | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1456825.85   | 0.16%             | 2028-09-08      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                                  | CNO Global Funding                                                               | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    778000 | PA      | $770559.15    | 0.09%             | 2030-12-11      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                       | Comcast Corp.                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    208000 | PA      | $114507.37    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                      | Commonwealth Bank of Australia                                                   | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    835000 | PA      | $839262.09    | 0.09%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: —       |
| Compass Datacenters Issuer III LLC                                  | Compass Datacenters Issuer III LLC, Series 2025-1A, Class A2                     | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $407523.64    | 0.05%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 21H050664<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2500000 | PA      | $2472927.00   | 0.27%             | 2056-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                               | Cousins Properties LP                                                            | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    560000 | PA      | $541934.89    | 0.06%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                            | Cox Communications, Inc.                                                         | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1280195.34   | 0.14%             | 2054-09-01      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                   | Credit Acceptance Auto Loan Trust, Series 2023-3A, Class C                       | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102241.06    | 0.01%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                   | Credit Acceptance Auto Loan Trust, Series 2025-2A, Class B                       | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1020000 | PA      | $1022260.93   | 0.11%             | 2036-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                  | Credit Agricole SA                                                               | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2830000 | PA      | $2794298.25   | 0.31%             | 2032-01-12      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                   | Credit Acceptance Auto Loan Trust, Series 2026-1A, Class A                       | CUSIP: 22535XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $630065.02    | 0.07%             | 2036-04-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                   | Credit Acceptance Auto Loan Trust, Series 2025-1A, Class A                       | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1630000 | PA      | $1638502.90   | 0.18%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                   | Credit Acceptance Auto Loan Trust, Series 2024-2A, Class A                       | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1212124.80   | 0.13%             | 2034-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                  | Crown Castle, Inc.                                                               | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    630000 | PA      | $629491.92    | 0.07%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                        | CubeSmart LP                                                                     | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448142.14    | 0.05%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                  | CyrusOne Data Centers Issuer I LLC, Series 2025-1A, Class A2                     | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670000 | PA      | $673145.72    | 0.07%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| DLLMT LLC                                                           | DLLMT LLC, Series 2023-1A, Class A3                                              | CUSIP: 232989AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146532 | PA      | $146843.20    | 0.02%             | 2027-03-22      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                                      | DTE Energy Co.                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    595000 | PA      | $598671.89    | 0.07%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                        | DNB Bank ASA                                                                     | CUSIP: 23341CAH6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   2865000 | PA      | $2860904.22   | 0.32%             | 2032-03-30      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                           | DLLAD LLC, Series 2024-1A, Class A2                                              | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25627 | PA      | $25686.28     | 0.00%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                           | DLLAD LLC, Series 2024-1A, Class A3                                              | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202771.06    | 0.02%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DXC Technology Co.                                                  | DXC Technology Co.                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1089501.97   | 0.12%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Daimler Truck Finance North America LLC                             | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1387645.71   | 0.15%             | 2030-10-12      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: —       |
| Danske Bank A/S                                                     | Danske Bank A/S                                                                  | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2315000 | PA      | $2322576.67   | 0.26%             | 2032-03-27      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                        | DC Commercial Mortgage Trust, Series 2023-DC, Class A                            | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $398265.82    | 0.04%             | 2040-09-12      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                        | Dell Equipment Finance Trust, Series 2026-1A, Class A3                           | CUSIP: 246921AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249746.98    | 0.03%             | 2031-12-22      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                        | Dell Equipment Finance Trust, Series 2023-3, Class A3                            | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147514 | PA      | $147673.14    | 0.02%             | 2029-04-23      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Denso Corp.                                                         | Denso Corp.                                                                      | CUSIP: 24872BAA8<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |   1115000 | PA      | $1102694.96   | 0.12%             | 2026-09-16      | Fixed         | 1.24%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                    | Deutsche Bank AG                                                                 | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1775000 | PA      | $1794386.87   | 0.20%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                    | Deutsche Bank AG                                                                 | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1010000 | PA      | $1006832.78   | 0.11%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                    | Deutsche Bank AG                                                                 | CUSIP: 25160PAS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    560000 | PA      | $559375.21    | 0.06%             | 2032-04-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| CF SECURED LLC                                                      | Treasury Repurchase Agreement                                                    | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |   8336172 | PA      | $8336172.50   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER US CAPITAL MARKETS LLC                                    | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: 549300LGG2RLWD21SU97       | Long             | RA               | CORP              | US        |  10000000 | PA      | $10000000.00  | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                        | Drive Auto Receivables Trust, Series 2024-2, Class B                             | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815000 | PA      | $816569.45    | 0.09%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                              | Duke Energy Ohio, Inc.                                                           | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    865000 | PA      | $884129.64    | 0.10%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ERAC USA Finance LLC                                                | ERAC USA Finance LLC                                                             | CUSIP: 26884TBB7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1745603.34   | 0.19%             | 2036-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EPR Properties                                                      | EPR Properties                                                                   | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1353221.33   | 0.15%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                | Eastman Chemical Co.                                                             | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2131259.14   | 0.24%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                          | eBay, Inc.                                                                       | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1090408.61   | 0.12%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                      | Element Fleet Management Corp.                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $257707.60    | 0.03%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: —       |
| Element Fleet Management Corp.                                      | Element Fleet Management Corp.                                                   | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1711000 | PA      | $1698169.06   | 0.19%             | 2030-11-24      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Enact Holdings, Inc.                                                | Enact Holdings, Inc.                                                             | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1084823.25   | 0.12%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ENEL Finance International NV                                       | ENEL Finance International NV                                                    | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1805000 | PA      | $1775480.00   | 0.20%             | 2030-09-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                  | Energy Transfer LP                                                               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008945.34   | 0.11%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                | Entergy Arkansas LLC                                                             | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    710000 | PA      | $690952.53    | 0.08%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Enterprise Fleet Financing LLC                                      | Enterprise Fleet Financing LLC, Series 2023-2, Class A2                          | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68450 | PA      | $68684.15     | 0.01%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                      | Enterprise Fleet Financing LLC, Series 2024-1, Class A3                          | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $242708.52    | 0.03%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                      | Enterprise Fleet Financing LLC, Series 2024-3, Class A4                          | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $465877.24    | 0.05%             | 2031-03-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                      | Enterprise Fleet Financing LLC, Series 2025-3, Class A3                          | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1365000 | PA      | $1368746.93   | 0.15%             | 2029-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                      | Enterprise Fleet Financing LLC, Series 2025-1, Class A3                          | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $332595.58    | 0.04%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                                | Equinix Europe 2 Financing Corp. LLC                                             | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    402000 | PA      | $399227.95    | 0.04%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                       | Equifax, Inc.                                                                    | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    580000 | PA      | $586333.41    | 0.07%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Essential Utilities, Inc.                                           | Essential Utilities, Inc.                                                        | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    580000 | PA      | $582123.93    | 0.06%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                        | Evergy, Inc.                                                                     | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $968101.47    | 0.11%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Evergy, Inc.                                                        | Evergy, Inc.                                                                     | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1001879.37   | 0.11%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                        | Exelon Corp.                                                                     | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1633640.02   | 0.18%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                 | Exeter Automobile Receivables Trust, Series 2024-4A, Class C                     | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $439179.96    | 0.05%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                 | Exeter Automobile Receivables Trust, Series 2026-2A, Class A3                    | CUSIP: 30166WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    805000 | PA      | $807279.20    | 0.09%             | 2030-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                 | Exeter Automobile Receivables Trust, Series 2025-4A, Class A3                    | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $265490.04    | 0.03%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                 | Exeter Automobile Receivables Trust, Series 2025-2A, Class A3                    | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1298386 | PA      | $1300334.46   | 0.14%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                          | Exeter Select Automobile Receivables Trust, Series 2025-1, Class A3              | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $296282.96    | 0.03%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                              | Extra Space Storage LP                                                           | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265291.64    | 0.03%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                              | Extra Space Storage LP                                                           | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    850000 | PA      | $761566.80    | 0.08%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                         | Extended Stay America Trust, Series 2025-ESH, Class A                            | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327465 | PA      | $327873.02    | 0.04%             | 2042-10-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                                         | Extended Stay America Trust, Series 2026-ESH2, Class A                           | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1114231 | PA      | $1115275.56   | 0.12%             | 2043-02-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| FMR LLC                                                             | FMR LLC                                                                          | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    925000 | PA      | $926055.25    | 0.10%             | 2033-02-01      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                | FS KKR Capital Corp.                                                             | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    345000 | PA      | $354890.92    | 0.04%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                | FS KKR Capital Corp.                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    565000 | PA      | $547483.60    | 0.06%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                | Meta Platforms, Inc.                                                             | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1037581.94   | 0.12%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| F&G Global Funding                                                  | F&G Global Funding                                                               | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320837.91    | 0.04%             | 2028-09-08      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                                  | F&G Global Funding                                                               | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1956132.85   | 0.22%             | 2029-01-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FHLB                                                                | FHLB                                                                             | CUSIP: 3130B0X87<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |   4400000 | PA      | $4510753.10   | 0.50%             | 2034-03-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DPJ90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8276597 | PA      | $7552560.66   | 0.84%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DPQF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    799837 | PA      | $731609.68    | 0.08%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DQG67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    431195 | PA      | $418338.05    | 0.05%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5317635 | PA      | $5128104.43   | 0.57%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1099901 | PA      | $884254.98    | 0.10%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1720196 | PA      | $1448512.20   | 0.16%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15693337 | PA      | $13228530.07  | 1.47%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    923389 | PA      | $778077.87    | 0.09%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4797712 | PA      | $4041202.42   | 0.45%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2756269 | PA      | $2591334.25   | 0.29%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3140776 | PA      | $3110167.20   | 0.35%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    843672 | PA      | $709110.86    | 0.08%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWGK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215651 | PA      | $224054.51    | 0.02%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293444 | PA      | $301180.51    | 0.03%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWKW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4360320 | PA      | $4449927.63   | 0.49%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWMJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1770433 | PA      | $1745292.24   | 0.19%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWMM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3486019 | PA      | $3614855.84   | 0.40%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3673409 | PA      | $3622314.69   | 0.40%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2003808 | PA      | $2014995.08   | 0.22%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133B9AM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1454518 | PA      | $1225841.71   | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133B9Z56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4409007 | PA      | $3863284.64   | 0.43%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1124971 | PA      | $946889.74    | 0.11%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133BDP58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    533706 | PA      | $447845.90    | 0.05%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133BNKZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3603303 | PA      | $3393765.61   | 0.38%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133KPQZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2800911 | PA      | $2706633.86   | 0.30%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2015-55, Class IN                                                   | CUSIP: 3136APF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194719 | PA      | $25053.80     | 0.00%             | 2045-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2016-32, Class SA                                                   | CUSIP: 3136ASUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2692358 | PA      | $218942.82    | 0.02%             | 2034-10-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2017-26, Class ID                                                   | CUSIP: 3136AWDD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170672 | PA      | $26133.53     | 0.00%             | 2047-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA ACES, Series 2020-M33, Class X                                              | CUSIP: 3136BBAL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419925 | PA      | $4004.74      | 0.00%             | 2028-06-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA ACES, Series 2020-M36, Class X1                                             | CUSIP: 3136BBBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    727598 | PA      | $39799.34     | 0.00%             | 2034-09-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA ACES, Series 2020-M37, Class X                                              | CUSIP: 3136BBGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1086869 | PA      | $37764.57     | 0.00%             | 2032-04-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA ACES, Series 2020-M43, Class X1                                             | CUSIP: 3136BBS94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4552257 | PA      | $225520.63    | 0.03%             | 2034-08-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2020-85, Class LI                                                   | CUSIP: 3136BCR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2434974 | PA      | $201598.78    | 0.02%             | 2035-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2021-24                                                             | CUSIP: 3136BF2M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3497948 | PA      | $185843.85    | 0.02%             | 2059-03-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                             | CUSIP: 31374CS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4344870 | PA      | $4098727.30   | 0.46%             | 2043-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5065, Class EI                                                     | CUSIP: 3137F8R88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267146 | PA      | $47632.30     | 0.01%             | 2044-11-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5065, Class HI                                                     | CUSIP: 3137F8RE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1271964 | PA      | $190086.10    | 0.02%             | 2042-04-15      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC Multifamily Structured Pass-Through Certificates, Series K157, Class X1    | CUSIP: 3137FHQ89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8851321 | PA      | $30328.17     | 0.00%             | 2033-08-25      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC Multifamily Structured Pass-Through Certificates, Series K-1513, Class X1  | CUSIP: 3137FPJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    948600 | PA      | $45478.53     | 0.01%             | 2034-08-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC Multifamily Structured Pass-Through Certificates, Series K107, Class X1    | CUSIP: 3137FRZC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468018 | PA      | $23750.79     | 0.00%             | 2030-01-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5094                                                               | CUSIP: 3137FYQ41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    757196 | PA      | $47559.33     | 0.01%             | 2048-12-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC Multifamily Structured Pass-Through Certificates, Series K-1521, Class X1  | CUSIP: 3137H2NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2770696 | PA      | $201557.60    | 0.02%             | 2036-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5214, Class BI                                                     | CUSIP: 3137H6RQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89764 | PA      | $3287.41      | 0.00%             | 2052-04-25      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC Multifamily Structured Pass-Through Certificates, Series K142, Class X1    | CUSIP: 3137H73R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5748510 | PA      | $91388.67     | 0.01%             | 2032-03-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC Multifamily Structured Pass-Through Certificates, Series K143, Class X1    | CUSIP: 3137H74C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2588272 | PA      | $48944.22     | 0.01%             | 2055-04-25      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC Multifamily Structured Pass-Through Certificates, Series K145, Class X1    | CUSIP: 3137H7Z22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1471751 | PA      | $26701.53     | 0.00%             | 2032-05-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC Multifamily Structured Pass-Through Certificates, Series K146, Class X1    | CUSIP: 3137H7ZD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4979874 | PA      | $71303.33     | 0.01%             | 2032-06-25      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC Multifamily Structured Pass-Through Certificates, Series K147, Class X1    | CUSIP: 3137H8BN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3800044 | PA      | $82020.91     | 0.01%             | 2032-06-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC Multifamily Structured Pass-Through Certificates, Series K149, Class X1    | CUSIP: 3137H93E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6215776 | PA      | $106029.95    | 0.01%             | 2032-08-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC Multifamily Structured Pass-Through Certificates, Series K-150, Class X1   | CUSIP: 3137H9CB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5412039 | PA      | $106144.69    | 0.01%             | 2032-09-25      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                             | CUSIP: 3138LMM34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1903887 | PA      | $1794309.55   | 0.20%             | 2033-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                             | CUSIP: 3138LNX63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4766662.95   | 0.53%             | 2033-07-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64068 | PA      | $57349.91     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2004-29, Class PS                                                   | CUSIP: 31393YPJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655687 | PA      | $70725.11     | 0.01%             | 2034-05-25      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2010-118, Class SN                                                  | CUSIP: 31398NVF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000836 | PA      | $574207.14    | 0.06%             | 2040-10-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2010-57, Class SA                                                   | CUSIP: 31398RG82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    880378 | PA      | $85180.33     | 0.01%             | 2040-06-25      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2010-63, Class SA                                                   | CUSIP: 31398RPK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733769 | PA      | $70815.34     | 0.01%             | 2040-06-25      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140A1DZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94401 | PA      | $98051.32     | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140EUFW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    547861 | PA      | $523408.34    | 0.06%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81023 | PA      | $72836.86     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                             | CUSIP: 3140FXXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2672077 | PA      | $2188345.48   | 0.24%             | 2062-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323894 | PA      | $308567.05    | 0.03%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140JHAG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    841720 | PA      | $801137.61    | 0.09%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140KDM98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4072336 | PA      | $3603809.54   | 0.40%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                             | CUSIP: 3140LHWN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1132417 | PA      | $1184769.90   | 0.13%             | 2032-10-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140MA5E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3937190 | PA      | $3455146.06   | 0.38%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140MAVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298094 | PA      | $251186.38    | 0.03%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1029972 | PA      | $1003671.48   | 0.11%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140Q9W74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75371 | PA      | $71756.38     | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QB7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    737113 | PA      | $696845.45    | 0.08%             | 2034-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QBJL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1443219 | PA      | $1328349.83   | 0.15%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QM6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3008069 | PA      | $2637671.85   | 0.29%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QMU28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5406774 | PA      | $4546032.80   | 0.51%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QN3E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4692537 | PA      | $4119256.43   | 0.46%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QULC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1257467 | PA      | $1286844.94   | 0.14%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140W3EN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7137073 | PA      | $6251597.69   | 0.69%             | 2053-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140W4LD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1963444 | PA      | $2039561.84   | 0.23%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140X46N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218372 | PA      | $210946.35    | 0.02%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XGQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    807946 | PA      | $769634.78    | 0.09%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHLC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1112415 | PA      | $977835.71    | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XJ3F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4309769 | PA      | $3928619.19   | 0.44%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XMC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3522635 | PA      | $2963518.95   | 0.33%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344384 | PA      | $308679.13    | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418CR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1080468 | PA      | $961840.16    | 0.11%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418CT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    952020 | PA      | $850974.48    | 0.09%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418D7D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1195300 | PA      | $916985.05    | 0.10%             | 2051-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    771452 | PA      | $653032.39    | 0.07%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464770 | PA      | $482216.86    | 0.05%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    891109 | PA      | $909767.44    | 0.10%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1814373 | PA      | $1457569.30   | 0.16%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518761 | PA      | $436526.77    | 0.05%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    958075 | PA      | $840971.80    | 0.09%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337511 | PA      | $283840.43    | 0.03%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4471487 | PA      | $3923471.43   | 0.44%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    819690 | PA      | $747196.84    | 0.08%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5882648 | PA      | $5535868.75   | 0.62%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1513225 | PA      | $1462221.25   | 0.16%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333579 | PA      | $280887.10    | 0.03%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4069622 | PA      | $3706749.68   | 0.41%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1246981 | PA      | $1204566.33   | 0.13%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EPT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    818560 | PA      | $745573.97    | 0.08%             | 2053-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439383 | PA      | $450577.13    | 0.05%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1134392 | PA      | $1176315.01   | 0.13%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1857688 | PA      | $1831849.27   | 0.20%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 31425W3R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2641446 | PA      | $2685079.45   | 0.30%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 31426GUK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1230097 | PA      | $1256600.01   | 0.14%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 31427CLK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1987075 | PA      | $2028497.00   | 0.23%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 31427N7A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4712919 | PA      | $4807356.10   | 0.53%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 31427N7C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2581162 | PA      | $2673016.28   | 0.30%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                         | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $409115.71    | 0.05%             | 2028-03-14      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: —       |
| Federation des Caisses Desjardins du Quebec                         | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1165000 | PA      | $1162384.64   | 0.13%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3142JNG67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    994278 | PA      | $981347.17    | 0.11%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                     | Fedex Freight Holding Co., Inc.                                                  | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1353728.56   | 0.15%             | 2031-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Fells Point Funding Trust                                           | Fells Point Funding Trust                                                        | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2600196.09   | 0.29%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                        | Fidelity National Information Services, Inc.                                     | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    904000 | PA      | $899168.88    | 0.10%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                 | Fifth Third Bank NA                                                              | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    430000 | PA      | $431274.50    | 0.05%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                                    | First Investors Auto Owner Trust, Series 2026-1A, Class A3                       | CUSIP: 32059JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1235000 | PA      | $1234303.83   | 0.14%             | 2031-05-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                                    | First Investors Auto Owner Trust, Series 2025-1A, Class C                        | CUSIP: 32059WAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1099224.06   | 0.12%             | 2031-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                          | Flagship Credit Auto Trust, Series 2023-2, Class C                               | CUSIP: 33843EAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $652897.25    | 0.07%             | 2029-05-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Flex Ltd.                                                           | Flex Ltd.                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    570000 | PA      | $582583.68    | 0.06%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                        | Ford Credit Auto Lease Trust, Series 2025-A, Class A3                            | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $416733.08    | 0.05%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                            | Fortitude Global Funding                                                         | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    975000 | PA      | $965530.57    | 0.11%             | 2028-10-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                             | GA Global Funding Trust                                                          | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    860000 | PA      | $856552.29    | 0.10%             | 2032-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp.                                                          | GATX Corp.                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327505.64    | 0.04%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                              | GE Capital Funding LLC                                                           | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    322000 | PA      | $321111.91    | 0.04%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GECU Auto Receivables Trust                                         | GECU Auto Receivables Trust, Series 2023-1A, Class A3                            | CUSIP: 36169EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135991 | PA      | $136354.43    | 0.02%             | 2028-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4244506 | PA      | $3783319.11   | 0.42%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4006355 | PA      | $3571606.28   | 0.40%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1344020 | PA      | $1225650.29   | 0.14%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    504610 | PA      | $512991.20    | 0.06%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    359593 | PA      | $358373.50    | 0.04%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1526122 | PA      | $1549572.22   | 0.17%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XVU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312568 | PA      | $321115.98    | 0.04%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2070780 | PA      | $2101990.95   | 0.23%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                  | GS Mortgage Securities Corp. Trust, Series 2012-BWTR, Class A                    | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    744295 | PA      | $652802.31    | 0.07%             | 2034-11-05      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                  | GS Mortgage Securities Corp. Trust, Series 2013-PEMB, Class A                    | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $325954.10    | 0.04%             | 2033-03-05      | Variable      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36205SKW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       429 | PA      | $430.67       | 0.00%             | 2027-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36207UEK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       443 | PA      | $444.39       | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36207WCY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1070 | PA      | $1085.24      | 0.00%             | 2027-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36207YB66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       598 | PA      | $605.95       | 0.00%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36208CGG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1776 | PA      | $1781.77      | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36208M2N4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       211 | PA      | $212.62       | 0.00%             | 2027-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36209VHZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10815 | PA      | $10865.46     | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36225BEA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10605 | PA      | $10849.59     | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                        | GS Mortgage Securities Trust, Series 2020-GC45, Class A5                         | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $390397.76    | 0.04%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                    | GE HealthCare Technologies, Inc.                                                 | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    466000 | PA      | $462979.69    | 0.05%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                               | GM Financial Automobile Leasing Trust, Series 2024-2, Class A3                   | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115236 | PA      | $115513.49    | 0.01%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                   | GLS Auto Receivables Issuer Trust, Series 2024-4A, Class A3                      | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162297 | PA      | $162459.37    | 0.02%             | 2028-07-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                   | GLS Auto Select Receivables Trust, Series 2024-4A, Class A2                      | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204836 | PA      | $205196.70    | 0.02%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                   | GLS Auto Select Receivables Trust, Series 2025-1A, Class A2                      | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274917 | PA      | $275848.81    | 0.03%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                               | GM Financial Automobile Leasing Trust, Series 2025-1, Class A3                   | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $562504.21    | 0.06%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                   | GLS Auto Select Receivables Trust, Series 2025-3A, Class A2                      | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    434033 | PA      | $434231.44    | 0.05%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust                            | GLS Auto Select Receivables Issuer Trust, Series 2025-4A, Class A2               | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436387 | PA      | $435479.65    | 0.05%             | 2031-02-18      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                   | GLS Auto Receivables Issuer Trust, Series 2025-4A, Class A3                      | CUSIP: 36273HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $389984.24    | 0.04%             | 2029-07-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Gartner, Inc.                                                       | Gartner, Inc.                                                                    | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   2273000 | PA      | $2141432.33   | 0.24%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| General Motors Co.                                                  | General Motors Co.                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    830000 | PA      | $854555.29    | 0.09%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                  | General Motors Financial Co., Inc.                                               | CUSIP: 37045XFQ4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1538421.04   | 0.17%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Genuine Parts Co.                                                   | Genuine Parts Co.                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    840000 | PA      | $838862.13    | 0.09%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                                | Glencore Funding LLC                                                             | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    720000 | PA      | $731147.25    | 0.08%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                | Glencore Funding LLC                                                             | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2290994.18   | 0.25%             | 2036-04-01      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                               | Global Payments, Inc.                                                            | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2278000 | PA      | $2238884.67   | 0.25%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                   | GLS Auto Receivables Issuer Trust, Series 2024-2A, Class B                       | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    458194 | PA      | $459955.21    | 0.05%             | 2028-11-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                   | GLS Auto Receivables Issuer Trust, Series 2024-3A, Class B                       | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $396353.39    | 0.04%             | 2029-01-16      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                   | GLS Auto Receivables Issuer Trust, Series 2025-2A, Class C                       | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $437831.85    | 0.05%             | 2031-01-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust                            | GLS Auto Select Receivables Issuer Trust, Series 2026-1A, Class A2               | CUSIP: 37989DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $353758.78    | 0.04%             | 2032-02-17      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                   | GLS Auto Select Receivables Trust, Series 2024-3A, Class A2                      | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264992 | PA      | $267101.15    | 0.03%             | 2029-10-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                   | GLS Auto Select Receivables Trust, Series 2024-2A, Class A2                      | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63939 | PA      | $64452.95     | 0.01%             | 2030-06-17      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                               | GM Financial Automobile Leasing Trust, Series 2025-3, Class A3                   | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1255000 | PA      | $1255908.24   | 0.14%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                     | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2415371.01   | 0.27%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                     | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1750863.22   | 0.19%             | 2034-04-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                     | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3124000 | PA      | $3100492.74   | 0.34%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                              | Goldman Sachs Bank USA                                                           | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1055539.13   | 0.12%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                  | Goldman Sachs Private Credit Corp.                                               | CUSIP: 38152BAQ4<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    611000 | PA      | $605857.93    | 0.07%             | 2031-06-16      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                             | Golub Capital BDC, Inc.                                                          | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4954.69      | 0.00%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                             | Golub Capital BDC, Inc.                                                          | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1144848.75   | 0.13%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                             | Golub Capital BDC, Inc.                                                          | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210576.54    | 0.02%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Golub Capital Private Credit Fund                                   | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297475.46    | 0.03%             | 2028-08-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: —       |
| GNMA                                                                | GNMA, Series 2012-H20, Class PT                                                  | CUSIP: 38375BVS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11731 | PA      | $11794.57     | 0.00%             | 2062-07-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2017-H25, Class FD                                                  | CUSIP: 38375U2E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15908 | PA      | $15792.39     | 0.00%             | 2067-12-20      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2018-H02, Class ZJ                                                  | CUSIP: 38375U6H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    416976 | PA      | $409357.43    | 0.05%             | 2064-10-20      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2017-H13, Class JZ                                                  | CUSIP: 38375UB74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98036 | PA      | $98158.67     | 0.01%             | 2067-05-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2017-H22, Class FD                                                  | CUSIP: 38375UW48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7122 | PA      | $7082.99      | 0.00%             | 2067-11-20      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2017-H12, Class EZ                                                  | CUSIP: 38376R2U9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32371 | PA      | $32585.02     | 0.00%             | 2066-06-20      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2019-H18, Class DF                                                  | CUSIP: 38380LL27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97450 | PA      | $97298.11     | 0.01%             | 2069-10-20      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2019-H01, Class FT                                                  | CUSIP: 38380LNQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    253195 | PA      | $253225.23    | 0.03%             | 2068-10-20      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2019-H05, Class FT                                                  | CUSIP: 38380LSX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    205175 | PA      | $205183.79    | 0.02%             | 2069-04-20      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2019-H13, Class FT                                                  | CUSIP: 38380LXV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30506 | PA      | $30515.40     | 0.00%             | 2069-08-20      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2020-128                                                            | CUSIP: 38380P4H4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1332570 | PA      | $86792.56     | 0.01%             | 2062-10-16      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2020-108                                                            | CUSIP: 38380PWY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2655192 | PA      | $157878.75    | 0.02%             | 2062-06-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2021-H08, Class IA                                                  | CUSIP: 38380QS86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    218789 | PA      | $1484.88      | 0.00%             | 2068-01-20      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2021-H03                                                            | CUSIP: 38380QYD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1928361 | PA      | $8620.16      | 0.00%             | 2070-04-20      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2021-40                                                             | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2052611 | PA      | $121618.62    | 0.01%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2020-179                                                            | CUSIP: 38380RET3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2566541 | PA      | $177055.13    | 0.02%             | 2062-09-16      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2021-52                                                             | CUSIP: 38380RJ84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3119980 | PA      | $163453.88    | 0.02%             | 2063-04-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2021-10                                                             | CUSIP: 38380RQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    621266 | PA      | $46976.25     | 0.01%             | 2063-05-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2021-12                                                             | CUSIP: 38380RTF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2827046 | PA      | $189809.82    | 0.02%             | 2063-03-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2021-33                                                             | CUSIP: 38380RVE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2354991 | PA      | $145772.78    | 0.02%             | 2062-10-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2021-20                                                             | CUSIP: 38380RYD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2421083 | PA      | $188957.32    | 0.02%             | 2062-08-16      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2018-82                                                             | CUSIP: 38380XAG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8183484 | PA      | $219922.94    | 0.02%             | 2058-05-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2019-21                                                             | CUSIP: 38381B5J9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2867522 | PA      | $410151.45    | 0.05%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2021-163                                                            | CUSIP: 38381D2H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3352627 | PA      | $186456.01    | 0.02%             | 2064-03-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2021-145                                                            | CUSIP: 38381DK58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    762947 | PA      | $42955.50     | 0.00%             | 2061-07-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2021-151                                                            | CUSIP: 38381DM23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3196049 | PA      | $214855.65    | 0.02%             | 2063-04-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2021-106                                                            | CUSIP: 38381DMB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2795553 | PA      | $177499.14    | 0.02%             | 2063-04-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2021-133                                                            | CUSIP: 38381DXB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3591950 | PA      | $230535.30    | 0.03%             | 2063-07-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2021-132, Class BI                                                  | CUSIP: 38381DZE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3616963 | PA      | $236330.93    | 0.03%             | 2063-04-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2022-17                                                             | CUSIP: 38381EVR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1946515 | PA      | $105154.84    | 0.01%             | 2064-06-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2019-132, Class LI                                                  | CUSIP: 38381Y5Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119332 | PA      | $20640.22     | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2019-117, Class LI                                                  | CUSIP: 38381YRW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    348170 | PA      | $23137.79     | 0.00%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2022-132                                                            | CUSIP: 38383T8X4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3356854 | PA      | $135523.92    | 0.02%             | 2064-10-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                   | Healthpeak OP LLC                                                                | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174614.97    | 0.02%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                   | HSBC Holdings plc                                                                | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $589934.44    | 0.07%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                   | HSBC Holdings plc                                                                | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2352000 | PA      | $2325025.71   | 0.26%             | 2032-03-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                          | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAV7<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    690000 | PA      | $672620.27    | 0.07%             | 2031-04-02      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: —       |
| HPS Corporate Lending Fund                                          | HPS Corporate Lending Fund                                                       | CUSIP: 40440VBD6<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1074025.58   | 0.12%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                                    | Harley-Davidson Motorcycle Trust, Series 2023-A, Class A3                        | CUSIP: 41285JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131451 | PA      | $131644.62    | 0.01%             | 2027-12-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                        | Hasbro, Inc.                                                                     | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    625000 | PA      | $619937.64    | 0.07%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                             | Helmerich & Payne, Inc.                                                          | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    890000 | PA      | $879670.04    | 0.10%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Hercules Capital, Inc.                                              | Hercules Capital, Inc.                                                           | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    820000 | PA      | $809188.36    | 0.09%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                              | Hercules Capital, Inc.                                                           | CUSIP: 42711MAA1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    573000 | PA      | $565162.27    | 0.06%             | 2029-02-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                         | Hertz Vehicle Financing LLC, Series 2022-2A, Class A                             | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $853035.78    | 0.09%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                     | Hertz Vehicle Financing III LLC, Series 2023-3A, Class A                         | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    845000 | PA      | $853135.49    | 0.09%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                     | Hertz Vehicle Financing III LLC, Series 2024-1A, Class A                         | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    855000 | PA      | $865761.71    | 0.10%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                      | Hewlett Packard Enterprise Co.                                                   | CUSIP: 42824CCE7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1735560.89   | 0.19%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                        | Hexcel Corp.                                                                     | CUSIP: 428291AQ1<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550291.81    | 0.06%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Hilton Grand Vacations Trust                                        | Hilton Grand Vacations Trust, Series 2022-2A, Class C                            | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27680 | PA      | $27728.12     | 0.00%             | 2037-01-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                            | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    385000 | PA      | $381258.62    | 0.04%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                                          | Hudsons Bay Simon JV Trust, Series 2015-HB10, Class A10                          | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2015000 | PA      | $1930195.90   | 0.21%             | 2034-08-05      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Huntington Auto Trust                                               | Huntington Auto Trust, Series 2024-1A, Class A3                                  | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287007 | PA      | $288965.41    | 0.03%             | 2029-01-16      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                         | Huntington Bancshares, Inc.                                                      | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    475000 | PA      | $491536.72    | 0.05%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                         | Huntington Bancshares, Inc.                                                      | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    295000 | PA      | $299844.23    | 0.03%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                                      | Huntington National Bank (The)                                                   | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033958.33   | 0.11%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HUT 8 DC LLC                                                        | HUT 8 DC LLC                                                                     | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |    617000 | PA      | $622106.62    | 0.07%             | 2042-11-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                  | Hyatt Hotels Corp.                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    670000 | PA      | $680499.58    | 0.08%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                             | Hyundai Capital America                                                          | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    385000 | PA      | $373265.45    | 0.04%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                             | Hyundai Capital America                                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1061442.15   | 0.12%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                             | Hyundai Capital America                                                          | CUSIP: 44891AEL7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    920000 | PA      | $922434.80    | 0.10%             | 2031-04-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                             | Hyundai Auto Lease Securitization Trust, Series 2026-A, Class A3                 | CUSIP: 448970AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1215000 | PA      | $1210779.09   | 0.13%             | 2028-12-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                             | Hyundai Auto Lease Securitization Trust, Series 2026-B, Class A3                 | CUSIP: 448972AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $664227.60    | 0.07%             | 2029-04-16      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                      | Hyundai Auto Receivables Trust, Series 2025-B, Class A3                          | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $511803.87    | 0.06%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                      | Illumina, Inc.                                                                   | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620362.96    | 0.07%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                         | Imperial Brands Finance plc                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1460000 | PA      | $1461193.23   | 0.16%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                          | Indiana Michigan Power Co.                                                       | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247719.28    | 0.03%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                        | ING Groep NV                                                                     | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2070000 | PA      | $2067810.02   | 0.23%             | 2037-03-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                         | Intel Corp.                                                                      | CUSIP: 458140CU2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1826328.30   | 0.20%             | 2056-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                         | IQVIA, Inc.                                                                      | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437783.00    | 0.05%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| JBS NV                                                              | JBS NV                                                                           | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    111000 | PA      | $102648.48    | 0.01%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                              | JBS NV                                                                           | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    610000 | PA      | $628023.67    | 0.07%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust              | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2025-BMS, Class A | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1065000 | PA      | $1063668.75   | 0.12%             | 2042-01-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                | JPMorgan Chase & Co.                                                             | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1130205.74   | 0.13%             | 2037-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                         | Jabil, Inc.                                                                      | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    732000 | PA      | $723100.21    | 0.08%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                | Jackson National Life Global Funding                                             | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1133662.56   | 0.13%             | 2028-06-05      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                | Jackson National Life Global Funding                                             | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1567378.62   | 0.17%             | 2030-09-09      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                                              | Jacobs Solutions, Inc.                                                           | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1241991.50   | 0.14%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                              | JBS NV                                                                           | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1331000 | PA      | $1284350.45   | 0.14%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                     | Jefferies Financial Group, Inc.                                                  | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    514000 | PA      | $525152.59    | 0.06%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                     | Jefferies Financial Group, Inc.                                                  | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    670000 | PA      | $645211.40    | 0.07%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                     | Jefferies Financial Group, Inc.                                                  | CUSIP: 47233WMK2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1518617.62   | 0.17%             | 2031-04-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                    | Jersey Central Power & Light Co.                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152749.50    | 0.02%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                                        | KBC Group NV                                                                     | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    913000 | PA      | $898572.12    | 0.10%             | 2031-09-23      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                              | Kentucky Utilities Co., Series KENT                                              | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334885.96    | 0.04%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                          | LAD Auto Receivables Trust, Series 2024-1A, Class A4                             | CUSIP: 501689AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175991 | PA      | $176547.99    | 0.02%             | 2028-09-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| LKQ Corp.                                                           | LKQ Corp.                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    510000 | PA      | $518052.85    | 0.06%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                  | LPL Holdings, Inc.                                                               | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    900000 | PA      | $906133.24    | 0.10%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Lseg US Fin Corp.                                                   | Lseg US Fin Corp.                                                                | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    730000 | PA      | $727442.00    | 0.08%             | 2036-03-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LYB International Finance III LLC                                   | LYB International Finance III LLC                                                | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    865000 | PA      | $867538.94    | 0.10%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LYB International Finance III LLC                                   | LYB International Finance III LLC                                                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    482000 | PA      | $484927.05    | 0.05%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                          | LAD Auto Receivables Trust, Series 2024-3A, Class A3                             | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301774 | PA      | $302393.99    | 0.03%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                          | LAD Auto Receivables Trust, Series 2025-1A, Class A3                             | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905000 | PA      | $907855.91    | 0.10%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                          | LAD Auto Receivables Trust, Series 2023-4A, Class B                              | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $262522.23    | 0.03%             | 2028-10-16      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                          | LAD Auto Receivables Trust, Series 2025-2A, Class A3                             | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1360000 | PA      | $1359811.78   | 0.15%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                          | LAD Auto Receivables Trust, Series 2024-2A, Class A3                             | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139666 | PA      | $140114.21    | 0.02%             | 2028-08-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                               | Las Vegas Sands Corp.                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1537186.84   | 0.17%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Lehman Brothers Holdings, Inc.                                      | Lehman Brothers Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |   4000000 | PA      | $400.00       | 0.00%             | 2013-01-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                | LXP Industrial Trust                                                             | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    224000 | PA      | $234144.57    | 0.03%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                    | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1146120.05   | 0.13%             | 2028-05-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Lincoln Financial Global Funding                                    | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    820000 | PA      | $810785.83    | 0.09%             | 2029-01-12      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                            | Lloyds Banking Group plc                                                         | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1241000 | PA      | $1228902.07   | 0.14%             | 2030-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: —       |
| M&T Equipment Notes                                                 | M&T Equipment Notes, Series 2023-1A, Class A3                                    | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102275 | PA      | $102614.02    | 0.01%             | 2030-07-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp.                                                      | M&T Bank Corp.                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    860000 | PA      | $870374.87    | 0.10%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: —       |
| Sekisui House US, Inc.                                              | Sekisui House US, Inc.                                                           | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $390280.44    | 0.04%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                                     | M&T Bank Auto Receivables Trust, Series 2025-1A, Class A3                        | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $291885.03    | 0.03%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| MSD Investment Corp.                                                | MSD Investment Corp.                                                             | CUSIP: 55354LAB5<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    380000 | PA      | $375983.40    | 0.04%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp.                                                | MSD Investment Corp.                                                             | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    287000 | PA      | $279972.40    | 0.03%             | 2031-02-05      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                  | Macquarie Airfinance Holdings Ltd.                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    855000 | PA      | $858553.64    | 0.10%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XVII Ltd.                                                 | Magnetite XVII Ltd., Series 2016-17A, Class AR2                                  | CUSIP: 55954EAY5<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1401828.40   | 0.16%             | 2037-04-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Main Street Capital Corp.                                           | Main Street Capital Corp.                                                        | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19915.93     | 0.00%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                                           | Main Street Capital Corp.                                                        | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    540000 | PA      | $546132.14    | 0.06%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                                           | Main Street Capital Corp.                                                        | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    353000 | PA      | $351582.63    | 0.04%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd.                                                   | Marathon CLO Ltd., Series 2020-15A, Class A1R3                                   | CUSIP: 56579UBA3<br>LEI: 549300T57AS4PEWI4U14 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501077.00   | 0.17%             | 2037-08-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Marex Group plc                                                     | Marex Group plc                                                                  | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $669760.21    | 0.07%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Marex Group plc                                                     | Marex Group plc                                                                  | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    659000 | PA      | $665233.83    | 0.07%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                       | Massachusetts Educational Financing Authority, Series A                          | CUSIP: 57563NAB4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    109753 | PA      | $109028.59    | 0.01%             | 2033-05-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                        | MassMutual Global Funding II                                                     | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1053333.89   | 0.12%             | 2030-01-10      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| MassMutual Global Funding II                                        | MassMutual Global Funding II                                                     | CUSIP: 57629W4T4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763720.97    | 0.08%             | 2029-05-30      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                               | McCormick & Co., Inc.                                                            | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    570000 | PA      | $564988.37    | 0.06%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                             | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JBP1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2282000 | PA      | $2266129.74   | 0.25%             | 2029-03-10      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                   | Merck & Co., Inc.                                                                | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    873000 | PA      | $871356.49    | 0.10%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue | Metropolitan Washington Airports Authority, Series D                             | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $697256.28    | 0.08%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                     | Microsoft Corp.                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $127232.92    | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                          | Microchip Technology, Inc.                                                       | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    630000 | PA      | $636389.57    | 0.07%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Mid-America Apartments LP                                           | Mid-America Apartments LP                                                        | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1695495.48   | 0.19%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                               | Mission Lane Credit Card Master Trust, Series 2026-A, Class A                    | CUSIP: 60510MCG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815000 | PA      | $814745.31    | 0.09%             | 2032-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                    | Mitsubishi Corp.                                                                 | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    575000 | PA      | $584005.43    | 0.06%             | 2029-07-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi HC Finance America LLC                                   | Mitsubishi HC Finance America LLC                                                | CUSIP: 606790AC7<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1140729.17   | 0.13%             | 2029-10-24      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                | Mitsubishi UFJ Financial Group, Inc.                                             | CUSIP: 606822DW1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    987000 | PA      | $985316.04    | 0.11%             | 2032-04-21      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                        | Mizuho Financial Group, Inc.                                                     | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2090000 | PA      | $2088852.65   | 0.23%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| MS GOVT US LEX                                                      | MSILF GOVERNMENT PORTFOLIO OPEN-END FUND USD                                     | CUSIP: 61747C707<br>LEI: 6N8SC06AK49F0N7KIX52 | Long             | STIV             | RF                | US        |    300000 | PA      | $300000.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | Morgan Stanley                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    850000 | PA      | $864091.02    | 0.10%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | Morgan Stanley                                                                   | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1368696.80   | 0.15%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | Morgan Stanley                                                                   | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1662920.43   | 0.18%             | 2032-04-16      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                      | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2831919.78   | 0.31%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                    | Mosaic Co. (The)                                                                 | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    573000 | PA      | $569664.73    | 0.06%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| MVW LLC                                                             | MVW LLC, Series 2024-1A, Class A                                                 | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119758 | PA      | $120774.26    | 0.01%             | 2043-02-20      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| NLG Global Funding                                                  | NLG Global Funding                                                               | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459502.56    | 0.05%             | 2030-01-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: —       |
| NLG Global Funding                                                  | NLG Global Funding                                                               | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   1823000 | PA      | $1790481.58   | 0.20%             | 2030-09-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                     | NGPL PipeCo LLC                                                                  | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    650000 | PA      | $596325.46    | 0.07%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NXP BV                                                              | NXP BV                                                                           | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $957311.82    | 0.11%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                             | National Bank of Canada                                                          | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    990000 | PA      | $989448.18    | 0.11%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                         | Nationwide Building Society                                                      | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    723000 | PA      | $735364.04    | 0.08%             | 2029-07-29      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                                 | NatWest Markets plc                                                              | CUSIP: 63906YAU2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3185000 | PA      | $3201302.93   | 0.36%             | 2031-03-27      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                           | Navient Private Education Refi Loan Trust, Series 2020-BA, Class A2              | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114043 | PA      | $109222.59    | 0.01%             | 2069-01-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                           | Navient Private Education Refi Loan Trust, Series 2020-GA, Class A               | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40801 | PA      | $38313.75     | 0.00%             | 2069-09-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                              | New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1                  | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1355000 | PA      | $1138200.00   | 0.13%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                        | New York Life Global Funding                                                     | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    955000 | PA      | $972404.34    | 0.11%             | 2029-06-06      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                        | New York Life Global Funding                                                     | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    560000 | PA      | $558179.65    | 0.06%             | 2028-07-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                               | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1094778.55   | 0.12%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: —       |
| NextGear Floorplan Master Owner Trust                               | NextGear Floorplan Master Owner Trust, Series 2026-1A, Class A2                  | CUSIP: 65341KCJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2050000 | PA      | $2034515.33   | 0.23%             | 2031-02-15      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                               | NextGear Floorplan Master Owner Trust, Series 2025-2A, Class A2                  | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    765000 | PA      | $761863.81    | 0.08%             | 2030-10-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                     | Nissan Motor Acceptance Co. LLC                                                  | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    705000 | PA      | $690209.10    | 0.08%             | 2029-09-13      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: —       |
| Norinchukin Bank (The)                                              | Norinchukin Bank (The)                                                           | CUSIP: 656029AS4<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   1113000 | PA      | $1106711.08   | 0.12%             | 2036-03-10      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                 | North Haven Private Income Fund LLC                                              | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    515000 | PA      | $502047.98    | 0.06%             | 2028-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                  | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1105732.00   | 0.12%             | 2028-06-12      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                  | NSTAR Electric Co.                                                               | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    535000 | PA      | $541644.49    | 0.06%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                            | Octane Receivables Trust, Series 2024-2A, Class A2                               | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265246 | PA      | $266951.62    | 0.03%             | 2032-07-20      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Octane Receivables Trust                                            | Octane Receivables Trust, Series 2025-1A, Class A2                               | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1425000 | PA      | $1424447.53   | 0.16%             | 2031-02-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                 | Omnicom Group, Inc.                                                              | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    904000 | PA      | $886916.79    | 0.10%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Omega Healthcare Investors, Inc.                                    | Omega Healthcare Investors, Inc.                                                 | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1390508.30   | 0.15%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                    | OneMain Financial Issuance Trust, Series 2022-S1, Class A                        | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294721 | PA      | $294680.57    | 0.03%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                                         | ONEOK, Inc.                                                                      | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    925000 | PA      | $908985.73    | 0.10%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                        | Oracle Corp.                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2207000 | PA      | $1848646.19   | 0.21%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                        | Oracle Corp.                                                                     | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1230339.18   | 0.14%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| OWN Equipment Fund II LLC                                           | OWN Equipment Fund II LLC, Series 2025-1M, Class A                               | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    551569 | PA      | $548715.05    | 0.06%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                        | Blue Owl Credit Income Corp.                                                     | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    560000 | PA      | $576993.42    | 0.06%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: —       |
| Blue Owl Capital Corp. II                                           | Blue Owl Capital Corp. II                                                        | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309156.57    | 0.03%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                   | Blue Owl Technology Finance Corp.                                                | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    645000 | PA      | $646439.10    | 0.07%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| PK ALIFT Loan Funding 7 LP                                          | PK ALIFT Loan Funding 7 LP, Series 2025-2, Class A                               | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    307838 | PA      | $304496.91    | 0.03%             | 2043-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                           | PPL Capital Funding, Inc.                                                        | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14741.41     | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PVH Corp.                                                           | PVH Corp.                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1370082.58   | 0.15%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Pacific Gas and Electric Co.                                        | Pacific Gas and Electric Co.                                                     | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    927000 | PA      | $957972.08    | 0.11%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Pacific Gas and Electric Co.                                        | Pacific Gas and Electric Co.                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    440000 | PA      | $443910.54    | 0.05%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                      | Pacific Life Global Funding II                                                   | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1435588.63   | 0.16%             | 2030-02-10      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp                                                          | PacifiCorp                                                                       | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1178813.07   | 0.13%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                 | PenFed Auto Receivables Owner Trust, Series 2024-A, Class A3                     | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293443 | PA      | $294246.07    | 0.03%             | 2029-06-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Pine Street Trust III                                               | Pine Street Trust III                                                            | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $402991.79    | 0.04%             | 2054-05-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Polaris, Inc.                                                       | Polaris, Inc.                                                                    | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    635000 | PA      | $633525.16    | 0.07%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust                                | Porsche Innovative Lease Owner Trust, Series 2024-2A, Class A3                   | CUSIP: 73328NAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    376669 | PA      | $376954.80    | 0.04%             | 2027-10-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Post Road Equipment Finance LLC                                     | Post Road Equipment Finance LLC, Series 2024-1A, Class A2                        | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19535 | PA      | $19572.27     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                                     | Prestige Auto Receivables Trust, Series 2023-1A, Class C                         | CUSIP: 74113GAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99324 | PA      | $99379.35     | 0.01%             | 2028-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                             | Pricoa Global Funding I                                                          | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    902000 | PA      | $894668.20    | 0.10%             | 2032-08-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                    | Principal Life Global Funding II                                                 | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    520000 | PA      | $521289.70    | 0.06%             | 2027-08-19      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                         | Prologis LP                                                                      | CUSIP: 74340XCV1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1157588.11   | 0.13%             | 2036-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                              | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAF1<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1925080.62   | 0.21%             | 2033-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Corp.                                               | Protective Life Corp.                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    932000 | PA      | $923624.81    | 0.10%             | 2031-01-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                      | Public Service Co. of Colorado                                                   | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    602000 | PA      | $598720.74    | 0.07%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                 | Public Service Co. of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    845000 | PA      | $846570.53    | 0.09%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Reach ABS Trust                                                     | Reach ABS Trust, Series 2024-2A, Class A                                         | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38955 | PA      | $39019.33     | 0.00%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Reach Abs Trust                                                     | Reach Abs Trust, Series 2026-1A, Class A                                         | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    486923 | PA      | $486780.12    | 0.05%             | 2033-02-15      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp.                                                 | Realty Income Corp.                                                              | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1036897.95   | 0.12%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                  | Regional Management Issuance Trust, Series 2024-1, Class A                       | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $283531.36    | 0.03%             | 2036-07-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Kite Realty Group Trust                                             | Kite Realty Group Trust                                                          | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    549000 | PA      | $549722.45    | 0.06%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| RGA Global Funding                                                  | RGA Global Funding                                                               | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1479098.31   | 0.16%             | 2030-11-25      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                            | Roper Technologies, Inc.                                                         | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496323.44    | 0.06%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | Royal Bank of Canada                                                             | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3445000 | PA      | $3447856.59   | 0.38%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: —       |
| SCF Equipment Leasing LLC                                           | SCF Equipment Leasing LLC, Series 2024-1A, Class A3                              | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $360605.56    | 0.04%             | 2032-01-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| SBL Holdings, Inc.                                                  | SBL Holdings, Inc.                                                               | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    875000 | PA      | $808878.47    | 0.09%             | 2034-10-30      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: —       |
| SBL Holdings, Inc.                                                  | SBL Holdings, Inc.                                                               | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    551000 | PA      | $527311.39    | 0.06%             | 2028-09-26      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: —       |
| SFS Auto Receivables Securitization Trust                           | SFS Auto Receivables Securitization Trust, Series 2023-1A, Class A3              | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181569 | PA      | $182309.42    | 0.02%             | 2028-10-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                               | SBNA Auto Lease Trust, Series 2024-C, Class A3                                   | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118889 | PA      | $119065.70    | 0.01%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                           | SFS Auto Receivables Securitization Trust, Series 2025-2A, Class A3              | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1453644.14   | 0.16%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| S&P Global, Inc.                                                    | S&P Global, Inc.                                                                 | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365258.05    | 0.04%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| SEB Funding LLC                                                     | SEB Funding LLC, Series 2024-1A, Class A2                                        | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $400884.28    | 0.04%             | 2054-04-30      | Fixed         | 7.39%                 | Yes           |                  2 | On Loan: No      |
| SEB Funding LLC                                                     | SEB Funding LLC, Series 2026-1A, Class A2                                        | CUSIP: 78433DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1670000 | PA      | $1655836.73   | 0.18%             | 2056-01-30      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                           | SFS Auto Receivables Securitization Trust, Series 2024-3A, Class A3              | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264753 | PA      | $265637.31    | 0.03%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                           | SCF Equipment Leasing LLC, Series 2025-1A, Class A3                              | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $622807.79    | 0.07%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                               | SBNA Auto Lease Trust, Series 2024-B, Class A3                                   | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410278 | PA      | $411136.29    | 0.05%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                           | SCF Equipment Leasing LLC, Series 2025-2A, Class A3                              | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1395000 | PA      | $1385732.18   | 0.15%             | 2036-06-20      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                                    | Salesforce, Inc.                                                                 | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1618516.75   | 0.18%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                              | Sammons Financial Group Global Funding                                           | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1993947.50   | 0.22%             | 2030-06-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: —       |
| San Diego Gas & Electric Co.                                        | San Diego Gas & Electric Co., Series EEEE                                        | CUSIP: 797440CJ1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    605000 | PA      | $602499.26    | 0.07%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                     | Santander UK Group Holdings plc                                                  | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $847227.26    | 0.09%             | 2036-09-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: —       |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2023-3, Class C                   | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $481394.55    | 0.05%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2023-5, Class B                   | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    663696 | PA      | $669346.99    | 0.07%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2023-1, Class C                   | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    878504 | PA      | $883546.42    | 0.10%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2024-3, Class A3                  | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287238 | PA      | $287884.32    | 0.03%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2025-2, Class A3                  | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230000 | PA      | $1234087.29   | 0.14%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2025-3, Class A2                  | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    576333 | PA      | $577303.56    | 0.06%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2024-4, Class A3                  | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234164 | PA      | $234562.91    | 0.03%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2024-5, Class A3                  | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242904 | PA      | $243114.38    | 0.03%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2025-4, Class A3                  | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905000 | PA      | $904996.74    | 0.10%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2023-4, Class B                   | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364095 | PA      | $366363.45    | 0.04%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust                                                         | SCOTT Trust, Series 2023-SFS, Class A                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755000 | PA      | $767397.63    | 0.09%             | 2040-03-10      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| 720 East CLO V Ltd.                                                 | 720 East CLO V Ltd., Series 2024-2A, Class A1                                    | CUSIP: 81789MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1401629.60   | 0.16%             | 2037-07-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                           | SFS Auto Receivables Securitization Trust, Series 2025-1A, Class A3              | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $281588.61    | 0.03%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Shentel Issuer LLC                                                  | Shentel Issuer LLC, Series 2025-1A, Class A2                                     | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1715000 | PA      | $1733617.70   | 0.19%             | 2055-12-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                                           | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD                          | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |    500000 | PA      | $500000.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                            | Sierra Timeshare Receivables Funding LLC, Series 2024-2A, Class A                | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280170 | PA      | $281488.54    | 0.03%             | 2041-06-20      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                             | Simon Property Group LP                                                          | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1367523.58   | 0.15%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SiriusPoint Ltd.                                                    | SiriusPoint Ltd.                                                                 | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    690000 | PA      | $722886.12    | 0.08%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                      | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    675000 | PA      | $689539.50    | 0.08%             | 2029-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                       | Sixth Street Lending Partners                                                    | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    575000 | PA      | $588166.57    | 0.07%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                 | Societe Generale SA                                                              | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    305000 | PA      | $307231.02    | 0.03%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                 | Societe Generale SA                                                              | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    865000 | PA      | $883280.82    | 0.10%             | 2031-05-22      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| SoftBank Corp.                                                      | SoftBank Corp.                                                                   | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    922000 | PA      | $916337.66    | 0.10%             | 2030-07-09      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                    | SoFi Consumer Loan Program Trust, Series 2025-2, Class A                         | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224790 | PA      | $225498.40    | 0.03%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Syensqo Finance America LLC                                         | Syensqo Finance America LLC                                                      | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610770.37    | 0.07%             | 2034-06-04      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                | Sompo Holdings, Inc.                                                             | CUSIP: 83540JAA9<br>LEI: 353800CWW4SRGEYEB512 | Long             | DBT              | CORP              | JP        |   1255000 | PA      | $1234857.04   | 0.14%             | 2037-04-22      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Sonoco Products Co.                                                 | Sonoco Products Co.                                                              | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1147977.33   | 0.13%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                      | Southern California Edison Co.                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407317.65    | 0.05%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                      | Southern California Edison Co.                                                   | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1154495.14   | 0.13%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                              | Southwest Airlines Co.                                                           | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    733000 | PA      | $727644.06    | 0.08%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Standard Chartered plc                                              | Standard Chartered plc                                                           | CUSIP: 85325C2K7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2010000 | PA      | $1990180.94   | 0.22%             | 2030-01-13      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                              | Standard Chartered plc                                                           | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1213775.84   | 0.13%             | 2032-06-05      | Variable      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Starwood Retail Property Trust                                      | Starwood Retail Property Trust, Series 2014-STAR, Class A                        | CUSIP: 85571XAA5<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    566085 | PA      | $339639.74    | 0.04%             | 2027-11-15      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                                  | State Street Corp.                                                               | CUSIP: 857477DF7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1517000 | PA      | $1509692.22   | 0.17%             | 2032-04-23      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust              | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-CA, Class A3 | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2390329.68   | 0.27%             | 2029-04-20      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                              | Stellantis Financial Services US Corp.                                           | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1733856.23   | 0.19%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust              | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-BA, Class A3 | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430000 | PA      | $1430672.67   | 0.16%             | 2029-01-22      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                     | Sumitomo Mitsui Trust Bank Ltd.                                                  | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    675000 | PA      | $680720.84    | 0.08%             | 2027-03-07      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: —       |
| Suntory Holdings Ltd.                                               | Suntory Holdings Ltd.                                                            | CUSIP: 86803UAE1<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $406172.19    | 0.05%             | 2029-06-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                            | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1495000 | PA      | $1498780.03   | 0.17%             | 2028-05-23      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Swedbank AB                                                         | Swedbank AB                                                                      | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    510000 | PA      | $513457.19    | 0.06%             | 2026-09-12      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                         | Swedbank AB                                                                      | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    725000 | PA      | $742680.73    | 0.08%             | 2029-03-14      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: —       |
| TD SYNNEX Corp.                                                     | TD SYNNEX Corp.                                                                  | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    965000 | PA      | $954569.50    | 0.11%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                 | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    545000 | PA      | $555910.32    | 0.06%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: —       |
| Synchrony Financial                                                 | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    520000 | PA      | $521413.67    | 0.06%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                 | Synchrony Financial                                                              | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    335000 | PA      | $327288.33    | 0.04%             | 2032-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending, Inc.                                       | Carlyle Secured Lending, Inc.                                                    | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    785000 | PA      | $760004.13    | 0.08%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust                                       | TCO Commercial Mortgage Trust, Series 2024-DPM, Class A                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $525000.00    | 0.06%             | 2039-12-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                  | T-Mobile USA, Inc.                                                               | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $324125.14    | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                           | TPG Operating Group II LP                                                        | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1591981.68   | 0.18%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                             | Sumisho Air Lease Corp.                                                          | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2723329.92   | 0.30%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                 | Take-Two Interactive Software, Inc.                                              | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    685000 | PA      | $690155.36    | 0.08%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Targa Resources Corp.                                               | Targa Resources Corp.                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    948000 | PA      | $931428.12    | 0.10%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Targa Resources Corp.                                               | Targa Resources Corp.                                                            | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    434000 | PA      | $421370.35    | 0.05%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                         | Toronto-Dominion Bank (The)                                                      | CUSIP: 89115KAR1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1810000 | PA      | $1799854.43   | 0.20%             | 2033-04-22      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                           | Toyota Motor Credit Corp.                                                        | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    698000 | PA      | $694422.58    | 0.08%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                           | Toyota Motor Credit Corp., Series B                                              | CUSIP: 89236TPS8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1104423.24   | 0.12%             | 2033-03-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                            | Toyota Lease Owner Trust, Series 2025-B, Class A3                                | CUSIP: 89240NAD4<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-O            | CORP              | US        |   1045000 | PA      | $1041163.49   | 0.12%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                 | Toyota Auto Receivables Owner Trust, Series 2026-B, Class A2A                    | CUSIP: 89240QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    720000 | PA      | $719901.72    | 0.08%             | 2029-02-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Trustage Financial Group, Inc.                                      | Trustage Financial Group, Inc.                                                   | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |    560000 | PA      | $540256.32    | 0.06%             | 2032-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Truist Bank                                                         | Truist Bank                                                                      | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1903418.98   | 0.21%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                           | Tyco Electronics Group SA                                                        | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   1040000 | PA      | $1050065.22   | 0.12%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                        | UBS Group AG                                                                     | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $2006795.56   | 0.22%             | 2028-05-12      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS Group AG                                                                     | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2870000 | PA      | $2827813.90   | 0.31%             | 2033-11-06      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                          | US Bank NA                                                                       | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1471320.80   | 0.16%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: —       |
| USB Auto Owner Trust                                                | USB Auto Owner Trust, Series 2025-1A, Class A3                                   | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $210661.35    | 0.02%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                  | United Airlines Pass-Through Trust, Series 2020-1, Class A                       | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    528962 | PA      | $538394.43    | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                  | United Airlines Pass-Through Trust, Series 2024-1, Class AA                      | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274406 | PA      | $279600.40    | 0.03%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                  | United Airlines Pass-Through Trust, Series 2024-1, Class A                       | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469873 | PA      | $471688.49    | 0.05%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                               | United Mexican States                                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1375000 | PA      | $1348256.25   | 0.15%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1355566.40   | 0.15%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $5533593.75   | 0.62%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13365000 | PA      | $9175907.81   | 1.02%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $5651015.63   | 0.63%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $4342968.72   | 0.48%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1197929.69   | 0.13%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2865214.84   | 0.32%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2058000 | PA      | $1813934.06   | 0.20%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5420000 | PA      | $4764095.34   | 0.53%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10030000 | PA      | $9386669.58   | 1.04%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9430000 | PA      | $9233296.05   | 1.03%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3895000 | PA      | $3501848.44   | 0.39%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2699000 | PA      | $2489722.08   | 0.28%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5125000 | PA      | $4914594.71   | 0.55%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8270000 | PA      | $7788337.09   | 0.87%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5085000 | PA      | $4950922.84   | 0.55%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11710000 | PA      | $11258524.58  | 1.25%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $14054687.50  | 1.56%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2915000 | PA      | $2806598.44   | 0.31%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29184000 | PA      | $29577299.93  | 3.29%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27071000 | PA      | $26271559.53  | 2.92%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5521000 | PA      | $5404541.41   | 0.60%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10449000 | PA      | $10379612.16  | 1.15%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                           | RTX Corp.                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1145476.41   | 0.13%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                     | Universal Health Services, Inc.                                                  | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    445000 | PA      | $441847.36    | 0.05%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Var Energi ASA                                                      | Var Energi ASA                                                                   | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1092245 | PA      | $1095856.53   | 0.12%             | 2027-05-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Veros Auto Receivables Trust                                        | Veros Auto Receivables Trust, Series 2026-1, Class A                             | CUSIP: 92511CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246354 | PA      | $246409.70    | 0.03%             | 2028-08-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                                  | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    630000 | PA      | $630927.54    | 0.07%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                     | Virginia Electric and Power Co.                                                  | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    980000 | PA      | $955389.67    | 0.11%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Vistra Operations Co. LLC                                           | Vistra Operations Co. LLC                                                        | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981357.80    | 0.11%             | 2029-07-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: —       |
| Vistra Operations Co. LLC                                           | Vistra Operations Co. LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84984.79     | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                           | Vistra Operations Co. LLC                                                        | CUSIP: 92840VBC5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1054753.37   | 0.12%             | 2036-04-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: —       |
| Volkswagen Group of America Finance LLC                             | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1112877.16   | 0.12%             | 2029-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| VStrong Auto Receivables Trust                                      | VStrong Auto Receivables Trust, Series 2024-A, Class B                           | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79000 | PA      | $79843.06     | 0.01%             | 2030-07-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| WSP Global, Inc.                                                    | WSP Global, Inc.                                                                 | CUSIP: 92938WAH6<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |   2015000 | PA      | $2002755.73   | 0.22%             | 2036-09-18      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                   | Wells Fargo & Co.                                                                | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1899000 | PA      | $1882202.76   | 0.21%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                               | Wells Fargo Commercial Mortgage Trust, Series 2022-C62, Class A4                 | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1405000 | PA      | $1338088.42   | 0.15%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                               | Wells Fargo Commercial Mortgage Trust, Series 2021-C61, Class A4                 | CUSIP: 95003QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2165000 | PA      | $1936273.38   | 0.22%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Western-Southern Global Funding                                     | Western-Southern Global Funding                                                  | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1338685.62   | 0.15%             | 2028-07-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Western-Southern Global Funding                                     | Western-Southern Global Funding                                                  | CUSIP: 95954A2C6<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    897000 | PA      | $875728.18    | 0.10%             | 2032-12-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Western Union Co. (The)                                             | Western Union Co. (The)                                                          | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    925000 | PA      | $918882.29    | 0.10%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                      | Westlake Corp.                                                                   | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1270521.80   | 0.14%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2023-3A, Class C                   | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    784747 | PA      | $788746.97    | 0.09%             | 2028-09-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2025-2A, Class A3                  | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $451406.93    | 0.05%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2024-2A, Class A3                  | CUSIP: 96042YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197474 | PA      | $197822.79    | 0.02%             | 2028-02-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2024-3A, Class A3                  | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1515000 | PA      | $1517444.45   | 0.17%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2025-3A, Class A3                  | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655000 | PA      | $655627.42    | 0.07%             | 2029-06-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2025-1A, Class A3                  | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $993637.66    | 0.11%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                                               | Westpac Banking Corp.                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $1118981.19   | 0.12%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: —       |
| Wheels Fleet Lease Funding 1 LLC                                    | Wheels Fleet Lease Funding 1 LLC, Series 2023-1A, Class A                        | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    217052 | PA      | $217929.95    | 0.02%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                    | Wheels Fleet Lease Funding 1 LLC, Series 2024-1A, Class A1                       | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    229526 | PA      | $231624.47    | 0.03%             | 2039-02-18      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                    | Wheels Fleet Lease Funding 1 LLC, Series 2024-2A, Class A1                       | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    318427 | PA      | $320554.08    | 0.04%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                    | Wheels Fleet Lease Funding 1 LLC, Series 2024-3A, Class A1                       | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    351574 | PA      | $353657.71    | 0.04%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                      | Wheels Fleet Lease Funding LLC, Series 2025-3A, Class A1                         | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $806201.59    | 0.09%             | 2040-09-18      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                           | Williams Cos., Inc. (The)                                                        | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1031703.96   | 0.11%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                       | Wise CLO Ltd., Series 2024-2A, Class A                                           | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501342.50   | 0.17%             | 2037-07-15      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| World Omni Select Auto Trust                                        | World Omni Select Auto Trust, Series 2024-A, Class A3                            | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193585 | PA      | $194212.29    | 0.02%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                   | World Omni Auto Receivables Trust, Series 2024-C, Class A3                       | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    534647 | PA      | $535955.92    | 0.06%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                   | World Omni Auto Receivables Trust, Series 2025-C, Class A3                       | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1740000 | PA      | $1734512.04   | 0.19%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                   | Xcel Energy, Inc.                                                                | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    355000 | PA      | $356693.44    | 0.04%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                   | Xcel Energy, Inc.                                                                | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    505000 | PA      | $499452.68    | 0.06%             | 2056-12-03      | Variable      | 5.75%                 | No            |                  2 | On Loan: —       |
| Zayo Issuer LLC                                                     | Zayo Issuer LLC, Series 2025-2A, Class A2                                        | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1835000 | PA      | $1863674.44   | 0.21%             | 2055-06-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                 | U.S. Treasury 5 Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        29 | NC      | $-55916.85    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | U.S. Treasury Long Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       104 | NC      | $-497349.22   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | U.S. Treasury Ultra Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        99 | NC      | $-549079.74   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Nationwide Mutual Funds

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer