# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0001752724-23-063271
**Filing Date:** 2023-3
**Character Count:** 170739
**Document Hash:** 1952e16cb0c2d01f8b4e0e216be3e5da
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-063271.hdr.sgml**: 20230322

**ACCESSION NUMBER**: 0001752724-23-063271

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230322

**DATE AS OF CHANGE**: 20230322

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NATIONWIDE MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0001048702
- **IRS NUMBER:** 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:** 23752178

**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 Short Term Bond Fund (Series ID: S000041095)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000127585 | Class A                     | NWJSX           |
| C000127586 | Class C                     | NWJTX           |
| C000127587 | Class R6                    | NWJUX           |
| C000127588 | Institutional Service Class | NWJVX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** 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 Location:N0900

  - **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 Short Term Bond Fund

- **b. EDGAR series identifier (if any):** S000041095

- **c. LEI of Series:** 549300LJYIPUYUMBJF56

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $155676437.22

**Total Liabilities:** $4845995.63

**Net Assets:** $150830441.59

**Cash Not Reported:** $3319182.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 759.04033700 | **1-Year:** 8048.01553400 | **5-Year:** 13137.71620300 | **10-Year:** 1626.76260900 | **30-Year:** 10.91021900

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

- **3-Month:** 6.77976000 | **1-Year:** 158.67481200 | **5-Year:** 495.04743700 | **10-Year:** 0.96705500 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000127587 | 1.54%                | 0.39%                | 1.54%                |
| Class ID C000127585 | 1.62%                | 0.26%                | 1.51%                |
| Class ID C000127588 | 1.53%                | 0.39%                | 1.43%                |
| Class ID C000127586 | 1.45%                | 0.32%                | 1.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-599378.66              | $2823881.23                                |
| Month 2  | $-6727.50                | $73466.36                                  |
| Month 3  | $158183.38               | $1790263.91                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Deutsche Bank AG                                   | Deutsche Bank AG                                                              | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    240000 | PA      | $242642.13    | 0.16%             | 2026-07-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                      | UniCredit SpA                                                                 | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    455000 | PA      | $412779.65    | 0.27%             | 2026-09-22      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2019-C, Class A3                         | CUSIP: 34531KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14828 | PA      | $14807.73     | 0.01%             | 2024-03-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| MSBAM Commercial Mortgage Securities Trust         | MSBAM Commercial Mortgage Securities Trust, Series 2012-CKSV, Class A2        | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452961 | PA      | $365737.44    | 0.24%             | 2030-10-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                         | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    465000 | PA      | $449800.41    | 0.30%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                       | CUSIP: 63307A2S3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $589287.01    | 0.39%             | 2025-06-09      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                         | Microchip Technology, Inc.                                                    | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    335000 | PA      | $330228.10    | 0.22%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                | U.S. Treasury 5 Year Note                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -31 | NC      | $-36637.82    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                            | Western Union Co. (The)                                                       | CUSIP: 959802AX7<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    570000 | PA      | $569397.82    | 0.38%             | 2023-06-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust, Series 2021-1A, Class B                | CUSIP: 96043FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $562795.54    | 0.37%             | 2026-03-16      | Fixed         | 0.64%                 | Yes           |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                        | Raytheon Technologies Corp.                                                   | CUSIP: 913017DB2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22832.22     | 0.02%             | 2023-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC                                                                         | CUSIP: 31336CLR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18581 | PA      | $18698.88     | 0.01%             | 2034-01-01      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust     | Foursight Capital Automobile Receivables Trust, Series 2022-1, Class A3       | CUSIP: 35105JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $197609.11    | 0.13%             | 2026-12-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                    | Prestige Auto Receivables Trust, Series 2021-1A, Class C                      | CUSIP: 74113XAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $200314.77    | 0.13%             | 2028-02-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2022-4, Class A2                       | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $383988.10    | 0.25%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust              | OneMain Direct Auto Receivables Trust, Series 2022-1A, Class A2               | CUSIP: 68269DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $585551.19    | 0.39%             | 2029-03-14      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                           | Celanese US Holdings LLC                                                      | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    575000 | PA      | $582423.53    | 0.39%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: —       |
| CF SECURED LLC                                     | Treasury Repurchase Agreement                                                 | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |    809450 | PA      | $809450.00    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.              | NextEra Energy Capital Holdings, Inc.                                         | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169762.00    | 0.11%             | 2023-11-03      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                                                | CUSIP: 09659W2G8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    545000 | PA      | $541515.75    | 0.36%             | 2025-01-10      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                    | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    280000 | PA      | $272939.56    | 0.18%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                     | Carvana Auto Receivables Trust, Series 2021-N2, Class B                       | CUSIP: 14686KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47266 | PA      | $43364.92     | 0.03%             | 2028-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                               | Ally Financial, Inc.                                                          | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    235000 | PA      | $227671.94    | 0.15%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp.                             | Owl Rock Capital Corp.                                                        | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    310000 | PA      | $290734.78    | 0.19%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                | Citigroup Commercial Mortgage Trust, Series 2021-PRM2, Class A                | CUSIP: 17291HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $661276.40    | 0.44%             | 2038-10-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Edison International                               | Edison International                                                          | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    585000 | PA      | $576342.46    | 0.38%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                | Intesa Sanpaolo SpA                                                           | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    280000 | PA      | $289149.40    | 0.19%             | 2025-11-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                         | TransCanada PipeLines Ltd.                                                    | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    975000 | PA      | $912166.03    | 0.60%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.              | NextEra Energy Capital Holdings, Inc.                                         | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    480000 | PA      | $475877.64    | 0.32%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OWL Rock Core Income Corp.                         | OWL Rock Core Income Corp.                                                    | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60453.79     | 0.04%             | 2027-09-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group plc                          | Bank of Ireland Group plc                                                     | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $201570.34    | 0.13%             | 2026-09-16      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                 | Honda Auto Receivables Owner Trust, Series 2021-1, Class A3                   | CUSIP: 43813GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184957 | PA      | $179565.30    | 0.12%             | 2025-04-21      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                          | Bank of Ireland Group plc                                                     | CUSIP: 06279JAA7<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    360000 | PA      | $356040.00    | 0.24%             | 2023-11-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                       | Drive Auto Receivables Trust, Series 2021-3, Class B                          | CUSIP: 262081AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $229392.52    | 0.15%             | 2026-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                         | CNH Industrial Capital LLC                                                    | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    525000 | PA      | $513821.27    | 0.34%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC                                                                         | CUSIP: 31300LC45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109148 | PA      | $107266.92    | 0.07%             | 2034-12-01      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                | DT Auto Owner Trust, Series 2020-2A, Class C                                  | CUSIP: 23343RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100072 | PA      | $99107.52     | 0.07%             | 2026-03-16      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                              | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    310000 | PA      | $326192.62    | 0.22%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                     | Citizens Financial Group, Inc.                                                | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433235.89    | 0.29%             | 2037-05-21      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2022-2, Class A2   | CUSIP: 362585AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187570 | PA      | $185440.80    | 0.12%             | 2025-05-16      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                     | Element Fleet Management Corp.                                                | CUSIP: 286181AD4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $305960.03    | 0.20%             | 2025-06-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                         | Flagship Credit Auto Trust, Series 2022-3, Class A3                           | CUSIP: 33845PAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $381373.57    | 0.25%             | 2027-04-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                          | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1134076.87   | 0.75%             | 2025-12-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                   | Harley-Davidson Motorcycle Trust, Series 2022-A, Class A2A                    | CUSIP: 41284YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63789 | PA      | $63246.18     | 0.04%             | 2025-05-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                  | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    295000 | PA      | $291172.33    | 0.19%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                 | Metropolitan Life Global Funding I                                            | CUSIP: 59217GEH8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    445000 | PA      | $438710.87    | 0.29%             | 2023-06-08      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668AR3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327266.22    | 0.22%             | 2023-11-13      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust          | Navient Private Education Refi Loan Trust, Series 2021-A, Class A             | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109073 | PA      | $96393.19     | 0.06%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding               | Brighthouse Financial Global Funding                                          | CUSIP: 10921U2H0<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    375000 | PA      | $348287.89    | 0.23%             | 2025-01-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp.                                    | Air Lease Corp.                                                               | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186340.63    | 0.12%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                           | Marvell Technology, Inc.                                                      | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $597240.40    | 0.40%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                         | Flagship Credit Auto Trust, Series 2021-2, Class B                            | CUSIP: 33844WAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $167388.59    | 0.11%             | 2027-06-15      | Fixed         | 0.93%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                              | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    395000 | PA      | $404847.42    | 0.27%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                          | CUSIP: 31416XYQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17792 | PA      | $17667.85     | 0.01%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust                  | Avid Automobile Receivables Trust, Series 2021-1, Class A                     | CUSIP: 05369LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11527 | PA      | $11506.71     | 0.01%             | 2025-01-15      | Fixed         | 0.61%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2022-4, Class B                | CUSIP: 80286FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575000 | PA      | $566799.12    | 0.38%             | 2027-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                | Sonoco Products Co.                                                           | CUSIP: 835495AM4<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    655000 | PA      | $613735.73    | 0.41%             | 2025-02-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                | DT Auto Owner Trust, Series 2021-4A, Class C                                  | CUSIP: 26253WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $303079.82    | 0.20%             | 2027-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                   | CUSIP: 709599BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $840458.31    | 0.56%             | 2023-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding               | Jackson National Life Global Funding                                          | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    460000 | PA      | $430303.93    | 0.29%             | 2025-01-12      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| LeasePlan Corp. NV                                 | LeasePlan Corp. NV                                                            | CUSIP: 52206AAD2<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |    495000 | PA      | $469750.05    | 0.31%             | 2024-10-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                | DT Auto Owner Trust, Series 2021-2A, Class B                                  | CUSIP: 23345EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $172521.91    | 0.11%             | 2027-01-15      | Fixed         | 0.81%                 | Yes           |                  2 | On Loan: No      |
| VMware, Inc.                                       | VMware, Inc.                                                                  | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $982172.14    | 0.65%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                   | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24152.51     | 0.02%             | 2024-12-06      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                            | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    615000 | PA      | $626557.62    | 0.42%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2011-H11, Class FA                                               | CUSIP: 38375BLN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130692 | PA      | $130131.28    | 0.09%             | 2061-03-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust, Series 2023-1A, Class C                | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $119951.11    | 0.08%             | 2028-08-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                       | Hudson Pacific Properties LP                                                  | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    390000 | PA      | $377053.88    | 0.25%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Infor, Inc.                                        | Infor, Inc.                                                                   | CUSIP: 45674CAB9<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220205.73    | 0.15%             | 2023-07-15      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                           | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14480000 | PA      | $14480000.00  | 9.60%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                  | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    745000 | PA      | $808029.30    | 0.54%             | 2028-11-02      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC                                                                         | CUSIP: 3128MDUY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10793 | PA      | $10714.83     | 0.01%             | 2023-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding               | Brighthouse Financial Global Funding                                          | CUSIP: 10921U2G2<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    255000 | PA      | $245840.09    | 0.16%             | 2023-12-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust   | World Omni Automobile Lease Securitization Trust, Series 2022-A, Class A3     | CUSIP: 98163NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $122460.29    | 0.08%             | 2025-02-18      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial                                                           | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215744.63    | 0.14%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                         | Flagship Credit Auto Trust, Series 2022-4, Class A3                           | CUSIP: 33843XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505000 | PA      | $512607.98    | 0.34%             | 2027-06-15      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                               | CUSIP: 23636ABF7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    485000 | PA      | $492429.40    | 0.33%             | 2026-01-09      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                   | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43496.17     | 0.03%             | 2025-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                        | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754238.49    | 0.50%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust          | Navient Private Education Refi Loan Trust, Series 2021-EA, Class A            | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    734034 | PA      | $636103.82    | 0.42%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                | Blackstone Holdings Finance Co. LLC                                           | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156156.95    | 0.10%             | 2027-11-03      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC, Series 2022-5A, Class A             | CUSIP: 05377RFV1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $479032.03    | 0.32%             | 2027-04-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Forestar Group, Inc.                               | Forestar Group, Inc.                                                          | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    155000 | PA      | $138119.71    | 0.09%             | 2026-05-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC                             | Dell International LLC                                                        | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $403338.89    | 0.27%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                          | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $221867.89    | 0.15%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                      | AIB Group plc                                                                 | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | NUSS              | IE        |    545000 | PA      | $564026.98    | 0.37%             | 2026-10-14      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Bacardi Ltd.                                       | Bacardi Ltd.                                                                  | CUSIP: 067316AE9<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    565000 | PA      | $550977.23    | 0.37%             | 2025-05-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| SoFi Professional Loan Program LLC                 | SoFi Professional Loan Program LLC, Series 2018-A, Class A1                   | CUSIP: 83406EAA3<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |     11056 | PA      | $11032.61     | 0.01%             | 2042-02-25      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Federal Realty Investment Trust                    | Federal Realty Investment Trust                                               | CUSIP: 313747AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $657541.36    | 0.44%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                      | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135098.25    | 0.09%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: —       |
| CNO Global Funding                                 | CNO Global Funding                                                            | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    475000 | PA      | $414034.58    | 0.27%             | 2029-01-06      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                  | GLS Auto Receivables Issuer Trust, Series 2020-4A, Class C                    | CUSIP: 36261EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94953 | PA      | $93496.36     | 0.06%             | 2025-11-17      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                       | New York Life Global Funding                                                  | CUSIP: 64952WEY5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    560000 | PA      | $570204.08    | 0.38%             | 2028-01-09      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2010-H22, Class FE                                               | CUSIP: 38375BHR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21284 | PA      | $21175.93     | 0.01%             | 2059-05-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC                                                                         | CUSIP: 3128M6EP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20825 | PA      | $21959.12     | 0.01%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC, Series 3585, Class LA                                                  | CUSIP: 31398K5J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2014 | PA      | $1988.03      | 0.00%             | 2024-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OWL Rock Core Income Corp.                         | OWL Rock Core Income Corp.                                                    | CUSIP: 69120VAL5<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117158.04    | 0.08%             | 2025-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust               | Toyota Auto Loan Extended Note Trust, Series 2020-1A, Class A                 | CUSIP: 89237JAA4<br>LEI: 549300XP7ILZSI1BWP36 | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $157854.27    | 0.10%             | 2033-05-25      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2011-39, Class NE                                                | CUSIP: 38377QXX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41865 | PA      | $41088.35     | 0.03%             | 2039-09-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                  | GLS Auto Receivables Issuer Trust, Series 2021-4A, Class B                    | CUSIP: 36263DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $464442.84    | 0.31%             | 2026-04-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust              | GM Financial Automobile Leasing Trust, Series 2021-1, Class A3                | CUSIP: 36261RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103661 | PA      | $102957.45    | 0.07%             | 2024-02-20      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2020-3, Class C                | CUSIP: 80285WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151485 | PA      | $150296.05    | 0.10%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                | PenFed Auto Receivables Owner Trust, Series 2022-A, Class A4                  | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $119080.03    | 0.08%             | 2028-12-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                    | Blackstone Secured Lending Fund                                               | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    290000 | PA      | $235716.38    | 0.16%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp.                             | BOC Aviation USA Corp.                                                        | CUSIP: 66980P2A6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |    205000 | PA      | $195880.51    | 0.13%             | 2024-04-29      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust          | Santander Consumer Auto Receivables Trust, Series 2020-AA, Class C            | CUSIP: 80281MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $173679.61    | 0.12%             | 2026-02-17      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Ltd.                                     | Aircastle Ltd.                                                                | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    330000 | PA      | $287692.62    | 0.19%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| National Securities Clearing Corp.                 | National Securities Clearing Corp.                                            | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    495000 | PA      | $506217.37    | 0.34%             | 2027-11-21      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC                                                                         | CUSIP: 3128MCL37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17851 | PA      | $18077.42     | 0.01%             | 2025-01-01      | Fixed         | 4.50%                 | No            |                  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        |    336810 | PA      | $233438.90    | 0.15%             | 2027-11-15      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                        | Swedbank AB                                                                   | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    490000 | PA      | $495843.70    | 0.33%             | 2027-09-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2022-7, Class A3               | CUSIP: 80287FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111601.26    | 0.07%             | 2027-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DROP Mortgage Trust                                | DROP Mortgage Trust, Series 2021-FILE, Class A                                | CUSIP: 26210YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $502649.23    | 0.33%             | 2043-10-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2019-H01, Class FT                                               | CUSIP: 38380LNQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    207160 | PA      | $206317.25    | 0.14%             | 2068-10-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2020-2A, Class C                  | CUSIP: 30167YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48227 | PA      | $48041.48     | 0.03%             | 2025-05-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Med Trust                                          | Med Trust, Series 2021-MDLN, Class A                                          | CUSIP: 58403YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249259 | PA      | $243020.57    | 0.16%             | 2038-11-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                              | Global Payments, Inc.                                                         | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    275000 | PA      | $257778.60    | 0.17%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                            | Pricoa Global Funding I                                                       | CUSIP: 74153WCQ0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    955000 | PA      | $891206.00    | 0.59%             | 2024-12-06      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                              | Gray Oak Pipeline LLC                                                         | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $68727.61     | 0.05%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. II                    | GS Mortgage Securities Corp. II, Series 2012-BWTR, Class A                    | CUSIP: 36192RAA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $268085.83    | 0.18%             | 2034-11-05      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV     | Teva Pharmaceutical Finance Netherlands III BV                                | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $213612.50    | 0.14%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                     | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $631222.12    | 0.42%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                             | Marlette Funding Trust, Series 2022-3A, Class A                               | CUSIP: 57109NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139253 | PA      | $138310.63    | 0.09%             | 2032-11-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                               | BBCMS Mortgage Trust, Series 2020-BID, Class A                                | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $414882.83    | 0.28%             | 2037-10-15      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC                                                                         | CUSIP: 31292HSF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30471 | PA      | $31724.80     | 0.02%             | 2032-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                     | Hyundai Capital Services, Inc.                                                | CUSIP: 44920UAS7<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $184789.19    | 0.12%             | 2025-04-24      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority      | Massachusetts Educational Financing Authority, Series 2018-A, Class A         | CUSIP: 57563NAB4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | ABS-O            | CORP              | US        |    171783 | PA      | $166923.29    | 0.11%             | 2033-05-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust         | Mercury Financial Credit Card Master Trust, Series 2022-1A, Class A           | CUSIP: 58940BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $444518.26    | 0.29%             | 2026-09-21      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| OPG Trust                                          | OPG Trust, Series 2021-PORT, Class A                                          | CUSIP: 67118AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    538019 | PA      | $520192.86    | 0.34%             | 2036-10-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                      | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BAW5<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    355000 | PA      | $337133.74    | 0.22%             | 2024-12-31      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DAE Funding LLC                                    | DAE Funding LLC                                                               | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    215000 | PA      | $203036.89    | 0.13%             | 2024-08-01      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| AOA Mortgage Trust                                 | AOA Mortgage Trust, Series 2021-1177, Class A                                 | CUSIP: 00192NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $635016.64    | 0.42%             | 2038-10-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal, Series H                                                    | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $170710.06    | 0.11%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                | Take-Two Interactive Software, Inc.                                           | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    555000 | PA      | $543934.93    | 0.36%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                 | Morgan Stanley Direct Lending Fund                                            | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201059.72    | 0.13%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                | Antares Holdings LP                                                           | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    390000 | PA      | $328312.34    | 0.22%             | 2027-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                               | GNMA                                                                          | CUSIP: 36202FUD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23944 | PA      | $23718.10     | 0.02%             | 2026-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                           | CUSIP: 91282CGG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2140000 | PA      | $2137575.79   | 1.42%             | 2025-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                       | MassMutual Global Funding II                                                  | CUSIP: 57629WDK3<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    202000 | PA      | $199428.19    | 0.13%             | 2025-08-26      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| KeyBank NA                                         | KeyBank NA                                                                    | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    415000 | PA      | $434894.37    | 0.29%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                     | GLP Capital LP                                                                | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $595548.00    | 0.39%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                             | Southwest Airlines Co.                                                        | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256689.02    | 0.17%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                     | British Telecommunications plc                                                | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $397315.58    | 0.26%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                  | Credit Acceptance Auto Loan Trust, Series 2022-3A, Class A                    | CUSIP: 22534QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $639170.69    | 0.42%             | 2032-10-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Hercules Capital, Inc.                             | Hercules Capital, Inc.                                                        | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    290000 | PA      | $256081.02    | 0.17%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                  | World Omni Auto Receivables Trust, Series 2022-D, Class A2A                   | CUSIP: 98163VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $466202.63    | 0.31%             | 2026-03-16      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                    | Santander UK Group Holdings plc                                               | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    535000 | PA      | $553757.43    | 0.37%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                 | Banco Bilbao Vizcaya Argentaria SA                                            | CUSIP: 05946KAH4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $584091.37    | 0.39%             | 2023-09-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                     | Carvana Auto Receivables Trust, Series 2022-P3, Class A3                      | CUSIP: 14686MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $68578.92     | 0.05%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding            | Equitable Financial Life Global Funding                                       | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    595000 | PA      | $600400.40    | 0.40%             | 2025-12-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp.                              | Western Digital Corp.                                                         | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69281.80     | 0.05%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC, Series 2019-2A, Class A             | CUSIP: 05377RDL5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $552920.52    | 0.37%             | 2025-09-22      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                        | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211250.59    | 0.14%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2021-4A, Class B                  | CUSIP: 30165JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $357231.52    | 0.24%             | 2026-05-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CIG Auto Receivables Trust                         | CIG Auto Receivables Trust, Series 2021-1A, Class A                           | CUSIP: 12598NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90996 | PA      | $89627.65     | 0.06%             | 2025-04-14      | Fixed         | 0.69%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                            | Golub Capital BDC, Inc.                                                       | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    355000 | PA      | $311327.13    | 0.21%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust, Series 2020-3A, Class C                | CUSIP: 96042QAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $78093.94     | 0.05%             | 2025-11-17      | Fixed         | 1.24%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                               | FNMA, Series 2012-100, Class WA                                               | CUSIP: 3136A8PX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86166 | PA      | $81121.35     | 0.05%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                             | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    795000 | PA      | $776691.08    | 0.51%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: —       |
| Starwood Property Trust, Inc.                      | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BAS4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288185.96    | 0.19%             | 2023-11-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp.                                    | Air Lease Corp.                                                               | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    505000 | PA      | $481675.53    | 0.32%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                     | Commonwealth Bank of Australia                                                | CUSIP: 20271RAQ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    740000 | PA      | $745752.69    | 0.49%             | 2025-01-10      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                               | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    645000 | PA      | $638780.09    | 0.42%             | 2023-09-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                       | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    715000 | PA      | $674248.25    | 0.45%             | 2024-06-14      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                               | Glencore Funding LLC                                                          | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187762.11    | 0.12%             | 2024-03-12      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Office Properties Income Trust                     | Office Properties Income Trust                                                | CUSIP: 81618TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $325624.28    | 0.22%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                        | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    575000 | PA      | $599496.39    | 0.40%             | 2029-01-09      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock Technology Finance Corp.                  | Owl Rock Technology Finance Corp.                                             | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    440000 | PA      | $404182.81    | 0.27%             | 2025-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2012-H18, Class NA                                               | CUSIP: 38375BUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44227 | PA      | $44041.41     | 0.03%             | 2062-08-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                     | Blackstone Private Credit Fund                                                | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    485000 | PA      | $415337.76    | 0.28%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Security Benefit Global Funding                    | Security Benefit Global Funding                                               | CUSIP: 81412DAA1<br>LEI: 5493003C0JW6BY7YFF93 | Long             | DBT              | CORP              | US        |    450000 | PA      | $425360.53    | 0.28%             | 2024-05-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                   | Harley-Davidson Motorcycle Trust, Series 2020-A, Class A3                     | CUSIP: 41284UAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12908 | PA      | $12885.28     | 0.01%             | 2024-10-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                 | Credit Agricole SA                                                            | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $510470.85    | 0.34%             | 2028-07-12      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                          | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    375000 | PA      | $367787.48    | 0.24%             | 2025-05-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                           | Skyworks Solutions, Inc.                                                      | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    525000 | PA      | $516892.14    | 0.34%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                         | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    380000 | PA      | $330711.35    | 0.22%             | 2028-03-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                | DT Auto Owner Trust, Series 2022-3A, Class B                                  | CUSIP: 23345RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $163708.42    | 0.11%             | 2028-07-17      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust            | United Auto Credit Securitization Trust, Series 2022-2, Class C               | CUSIP: 90944KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $228225.02    | 0.15%             | 2027-05-10      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust            | United Auto Credit Securitization Trust, Series 2022-1, Class B               | CUSIP: 90944DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197645.46    | 0.13%             | 2025-03-10      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                | NatWest Markets plc                                                           | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    455000 | PA      | $402583.70    | 0.27%             | 2026-09-29      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| SK Telecom Co. Ltd.                                | SK Telecom Co. Ltd.                                                           | CUSIP: 78440PAE8<br>LEI: 9884003WEA1PHW006037 | Long             | DBT              | CORP              | KR        |    315000 | PA      | $314240.85    | 0.21%             | 2023-04-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables Owner Trust, Series 2019-D, Class A3                  | CUSIP: 89233MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47745 | PA      | $47677.85     | 0.03%             | 2024-01-16      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust, Series 2022-4, Class C          | CUSIP: 02529XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $88438.46     | 0.06%             | 2029-02-15      | Fixed         | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                   | Harley-Davidson Motorcycle Trust, Series 2021-A, Class A3                     | CUSIP: 41284NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196507 | PA      | $190692.19    | 0.13%             | 2026-04-15      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2010-H02, Class FA                                               | CUSIP: 38375BAM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    174222 | PA      | $173071.62    | 0.11%             | 2060-02-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                    | AES Corp. (The)                                                               | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    315000 | PA      | $300228.56    | 0.20%             | 2025-07-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| FS KKR Capital Corp.                               | FS KKR Capital Corp.                                                          | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173763.67    | 0.12%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                     | Protective Life Global Funding                                                | CUSIP: 74368CBP8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    395000 | PA      | $391579.98    | 0.26%             | 2027-07-06      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Sempra Energy                                      | Sempra Energy                                                                 | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    165000 | PA      | $155648.17    | 0.10%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                    | CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A3                     | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $321920.02    | 0.21%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                     | Carvana Auto Receivables Trust, Series 2021-N4, Class C                       | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $144019.83    | 0.10%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2022-3, Class B                | CUSIP: 80285UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $318647.45    | 0.21%             | 2027-08-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                            | GA Global Funding Trust                                                       | CUSIP: 36143L2F1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    565000 | PA      | $545425.98    | 0.36%             | 2023-12-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Ryder System, Inc.                                 | Ryder System, Inc.                                                            | CUSIP: 78355HKQ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242820.49    | 0.16%             | 2025-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                        | Qorvo, Inc.                                                                   | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93568.00     | 0.06%             | 2024-12-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Barings BDC, Inc.                                  | Barings BDC, Inc.                                                             | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92570.23     | 0.06%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                        | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $224304.77    | 0.15%             | 2025-11-16      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Bills                                                           | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1890000 | PA      | $1883274.36   | 1.25%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                   | First Investors Auto Owner Trust, Series 2022-1A, Class C                     | CUSIP: 32057KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $329755.69    | 0.22%             | 2028-05-15      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Trustage Financial Group, Inc.                     | Trustage Financial Group, Inc.                                                | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121544.45    | 0.08%             | 2032-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2021-1, Class A3   | CUSIP: 36261LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119839 | PA      | $116131.02    | 0.08%             | 2025-10-16      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                          | BPR Trust, Series 2022-OANA, Class A                                          | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196995.26    | 0.13%             | 2037-04-15      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                  | Credit Acceptance Auto Loan Trust, Series 2021-4, Class A                     | CUSIP: 22535BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $240860.12    | 0.16%             | 2030-10-15      | Fixed         | 1.26%                 | Yes           |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC       | GreatAmerica Leasing Receivables Funding LLC, Series 2020-1, Class A3         | CUSIP: 39154TBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34578 | PA      | $34527.60     | 0.02%             | 2023-08-15      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                         | Alliant Energy Finance LLC                                                    | CUSIP: 01882YAA4<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    820000 | PA      | $815477.14    | 0.54%             | 2023-06-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BPR Trust                                          | BPR Trust, Series 2022-SSP, Class A                                           | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455000 | PA      | $451819.23    | 0.30%             | 2039-05-15      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                          | CUSIP: 3138EG3L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13292 | PA      | $13444.89     | 0.01%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                  | American Electric Power Co., Inc.                                             | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    255000 | PA      | $246407.51    | 0.16%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2022-6A, Class B                  | CUSIP: 30168AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111626.03    | 0.07%             | 2027-08-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.              | NextEra Energy Capital Holdings, Inc.                                         | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498477.30    | 0.33%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC                                                                         | CUSIP: 3128MCRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1768 | PA      | $1798.65      | 0.00%             | 2025-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                  | Affirm Asset Securitization Trust, Series 2021-B, Class A                     | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $210470.55    | 0.14%             | 2026-08-17      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                           | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    745000 | PA      | $772803.05    | 0.51%             | 2029-01-10      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust           | AmeriCredit Automobile Receivables Trust, Series 2022-2, Class A3             | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $173068.26    | 0.11%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2009-104, Class KE                                               | CUSIP: 38376JJC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6835 | PA      | $6679.20      | 0.00%             | 2039-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                          | Toyota Motor Credit Corp.                                                     | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207083.84    | 0.14%             | 2028-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2019-H01, Class FJ                                               | CUSIP: 38380LNW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75999 | PA      | $75528.86     | 0.05%             | 2068-09-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                               | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    240000 | PA      | $214831.16    | 0.14%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                        | Ally Auto Receivables Trust, Series 2022-3, Class A3                          | CUSIP: 02008DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130992.33    | 0.09%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                    | Open Text Corp.                                                               | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $168918.75    | 0.11%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2021-A, Class A3                         | CUSIP: 34532NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340800 | PA      | $329914.03    | 0.22%             | 2025-08-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                            | Carmax Auto Owner Trust, Series 2021-1, Class A3                              | CUSIP: 14316NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139898 | PA      | $134991.14    | 0.09%             | 2025-12-15      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                     | Carvana Auto Receivables Trust, Series 2021-P4, Class A3                      | CUSIP: 14687KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $491407.80    | 0.33%             | 2027-01-11      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                               | FS KKR Capital Corp.                                                          | CUSIP: 30313RAA7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85006.94     | 0.06%             | 2025-02-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                         | F&G Annuities & Life, Inc.                                                    | CUSIP: 30190AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $189607.90    | 0.13%             | 2028-01-13      | Fixed         | 7.40%                 | 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        |    350000 | PA      | $329180.22    | 0.22%             | 2038-12-15      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                  | World Omni Auto Receivables Trust, Series 2020-B, Class A3                    | CUSIP: 98163WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186394 | PA      | $183425.49    | 0.12%             | 2025-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                      | ASB Bank Ltd.                                                                 | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    295000 | PA      | $284522.85    | 0.19%             | 2032-06-17      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                   | First Investors Auto Owner Trust, Series 2021-1A, Class A                     | CUSIP: 32059FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23710 | PA      | $23480.46     | 0.02%             | 2026-03-16      | Fixed         | 0.45%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust          | Navient Private Education Refi Loan Trust, Series 2020-HA, Class A            | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111051 | PA      | $101967.24    | 0.07%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2022-4A, Class A3                 | CUSIP: 30166BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $233119.08    | 0.15%             | 2026-02-17      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                     | JBS USA LUX SA                                                                | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    805000 | PA      | $787469.84    | 0.52%             | 2028-02-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| Morgan Stanley                                     | Morgan Stanley                                                                | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    835000 | PA      | $827762.14    | 0.55%             | 2024-04-05      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                  | World Omni Auto Receivables Trust, Series 2019-C, Class A3                    | CUSIP: 98162RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209165 | PA      | $207854.21    | 0.14%             | 2024-12-16      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                             | PACCAR Financial Corp.                                                        | CUSIP: 69371RQ41<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    960000 | PA      | $959623.85    | 0.64%             | 2023-02-07      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                          | CUSIP: 31368HKU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       368 | PA      | $387.63       | 0.00%             | 2030-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    465000 | PA      | $431177.09    | 0.29%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                    | Crestwood Midstream Partners LP                                               | CUSIP: 226373AT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $523250.00    | 0.35%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Dell International LLC                             | Dell International LLC                                                        | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $397390.72    | 0.26%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                 | F&G Global Funding                                                            | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    390000 | PA      | $383467.43    | 0.25%             | 2025-07-07      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                         | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    425000 | PA      | $422744.58    | 0.28%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC                                                                         | CUSIP: 31283H4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16719 | PA      | $17494.27     | 0.01%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    345000 | PA      | $339125.69    | 0.22%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                   | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503182.71    | 0.33%             | 2029-02-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2016-H13, Class FT                                               | CUSIP: 38376RUS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21955 | PA      | $21903.11     | 0.01%             | 2066-05-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                          | Kia Corp.                                                                     | CUSIP: 49374JAC7<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |    520000 | PA      | $488419.67    | 0.32%             | 2025-02-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables Owner Trust, Series 2020-A, Class A3                  | CUSIP: 89232HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349855 | PA      | $348307.14    | 0.23%             | 2024-05-15      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                              | United Airlines, Inc.                                                         | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113920.19    | 0.08%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2019-H13, Class FT                                               | CUSIP: 38380LXV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    351228 | PA      | $351030.80    | 0.23%             | 2069-08-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                | DT Auto Owner Trust, Series 2020-3A, Class C                                  | CUSIP: 26253AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $219105.02    | 0.15%             | 2026-06-15      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2022-3, Class A2                       | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $137656.26    | 0.09%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                 | Honda Auto Receivables Owner Trust, Series 2019-4, Class A3                   | CUSIP: 43813VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83972 | PA      | $83728.07     | 0.06%             | 2024-01-18      | Fixed         | 1.83%                 | No            |                  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        |    450000 | PA      | $391890.60    | 0.26%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd.                       | National Australia Bank Ltd.                                                  | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    295000 | PA      | $301725.57    | 0.20%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                        | Ally Auto Receivables Trust, Series 2019-4, Class A3                          | CUSIP: 02007TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18255 | PA      | $18232.87     | 0.01%             | 2024-06-17      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                         | ANZ New Zealand Int'l Ltd.                                                    | CUSIP: 00182EBP3<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    300000 | PA      | $283753.00    | 0.19%             | 2025-02-18      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Bayer US Finance II LLC                            | Bayer US Finance II LLC                                                       | CUSIP: 07274NAW3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    385000 | PA      | $375630.16    | 0.25%             | 2024-07-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BAT International Finance plc                      | BAT International Finance plc                                                 | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    940000 | PA      | $899670.39    | 0.60%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners plc                 | Coca-Cola Europacific Partners plc                                            | CUSIP: 19123MAD5<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $484449.24    | 0.32%             | 2023-05-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp.              | International Business Machines Corp.                                         | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751819.55    | 0.50%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.              | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573AT3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    675000 | PA      | $653003.90    | 0.43%             | 2023-11-08      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                    | Santander UK Group Holdings plc                                               | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    535000 | PA      | $558243.24    | 0.37%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                            | Micron Technology, Inc.                                                       | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    395000 | PA      | $421305.76    | 0.28%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CarNow Auto Receivables Trust                      | CarNow Auto Receivables Trust, Series 2023-1A, Class A                        | CUSIP: 14367RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $290093.96    | 0.19%             | 2024-12-16      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                      | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185298.83    | 0.12%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                | Kinder Morgan, Inc.                                                           | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224208.76    | 0.15%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                         | CNH Industrial Capital LLC                                                    | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172788.74    | 0.11%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                       | Santander Holdings USA, Inc.                                                  | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    610000 | PA      | $583621.28    | 0.39%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  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        |     40167 | PA      | $35933.11     | 0.02%             | 2069-09-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | U.S. Treasury 2 Year Note                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        16 | NC      | $13471.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial Capital LLC                         | CNH Industrial Capital LLC                                                    | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226947.47    | 0.15%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                          | Prosus NV                                                                     | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $335907.15    | 0.22%             | 2027-01-19      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust, Series 2013-LC12, Class A4             | CUSIP: 94988QAG6<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |   1015000 | PA      | $1007344.77   | 0.67%             | 2046-07-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                    | Prestige Auto Receivables Trust, Series 2020-1A, Class C                      | CUSIP: 74114BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292698 | PA      | $290513.56    | 0.19%             | 2026-11-16      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                               | FNMA                                                                          | CUSIP: 31406NYU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28398 | PA      | $28398.74     | 0.02%             | 2035-01-01      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                       | DNB Bank ASA                                                                  | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    770000 | PA      | $778993.93    | 0.52%             | 2026-10-09      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                         | Flagship Credit Auto Trust, Series 2021-1, Class A                            | CUSIP: 33843WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29637 | PA      | $29517.17     | 0.02%             | 2025-06-16      | Fixed         | 0.31%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust, Series 2021-3A, Class C                | CUSIP: 96043JAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | PA      | $504711.72    | 0.33%             | 2027-01-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                         | Warnermedia Holdings, Inc.                                                    | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    285000 | PA      | $267106.85    | 0.18%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2017-H25, Class FD                                               | CUSIP: 38375U2E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47430 | PA      | $46653.88     | 0.03%             | 2067-12-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC, Series 2611, Class HD                                                  | CUSIP: 31393QZH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1885 | PA      | $1879.71      | 0.00%             | 2023-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                 | RGA Global Funding                                                            | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    360000 | PA      | $315599.55    | 0.21%             | 2029-01-18      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Expedia Group, Inc.                                | Expedia Group, Inc.                                                           | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $128019.36    | 0.08%             | 2025-05-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank (The)                     | Huntington National Bank (The)                                                | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    280000 | PA      | $291333.03    | 0.19%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust, Series 2021-3, Class B          | CUSIP: 025286AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58419 | PA      | $58273.24     | 0.04%             | 2026-02-13      | Fixed         | 0.66%                 | Yes           |                  2 | On Loan: No      |
| Guardian Life Global Funding                       | Guardian Life Global Funding                                                  | CUSIP: 40139LAG8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    995000 | PA      | $909916.38    | 0.60%             | 2025-06-23      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                             | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398243.33    | 0.26%             | 2025-09-08      | Fixed         | 4.40%                 | 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        |    265000 | PA      | $241497.28    | 0.16%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                             | WEC Energy Group, Inc.                                                        | CUSIP: 92939UAC0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1075307.98   | 0.71%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                          | CUSIP: 31412QKD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69926 | PA      | $70731.39     | 0.05%             | 2024-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                             | Credit Suisse Group AG                                                        | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    625000 | PA      | $604469.31    | 0.40%             | 2028-08-11      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Harley-Davidson Financial Services, Inc.           | Harley-Davidson Financial Services, Inc.                                      | CUSIP: 41283LAY1<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66404.03     | 0.04%             | 2025-06-08      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| World Omni Select Auto Trust                       | World Omni Select Auto Trust, Series 2021-A, Class B                          | CUSIP: 98163HAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $176688.51    | 0.12%             | 2027-08-16      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2019-B10, Class A1                           | CUSIP: 08162VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    679278 | PA      | $666592.40    | 0.44%             | 2062-03-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust              | NextGear Floorplan Master Owner Trust, Series 2022-1A, Class A2               | CUSIP: 65341KBT2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $905127.61    | 0.60%             | 2027-03-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                   | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    740000 | PA      | $755054.40    | 0.50%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                         | Flagship Credit Auto Trust, Series 2022-1, Class A                            | CUSIP: 33845VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358560 | PA      | $348585.43    | 0.23%             | 2026-10-15      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    245000 | PA      | $229706.79    | 0.15%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                        | Crescent Energy Finance LLC                                                   | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    365000 | PA      | $364434.25    | 0.24%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Flex Ltd.                                          | Flex Ltd.                                                                     | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    180000 | PA      | $186966.04    | 0.12%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                          | Bank of Ireland Group plc                                                     | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    295000 | PA      | $257516.12    | 0.17%             | 2027-09-30      | Variable      | 2.03%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp.                           | John Deere Capital Corp.                                                      | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    590000 | PA      | $602497.92    | 0.40%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                          | CUSIP: 31415ATN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1311 | PA      | $1332.40      | 0.00%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                            | Digital Realty Trust LP                                                       | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189034.71    | 0.13%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2021-2A, Class B                  | CUSIP: 30165XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62497 | PA      | $62154.22     | 0.04%             | 2025-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                   | GE HealthCare Technologies, Inc.                                              | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    735000 | PA      | $741281.06    | 0.49%             | 2024-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                          | SCF Equipment Leasing LLC, Series 2022-1A, Class A3                           | CUSIP: 784033AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $397785.44    | 0.26%             | 2029-07-20      | Fixed         | 2.92%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.               | Caterpillar Financial Services Corp.                                          | CUSIP: 14913R3B1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    420000 | PA      | $425610.10    | 0.28%             | 2026-01-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                  | Credit Acceptance Auto Loan Trust, Series 2020-2A, Class A                    | CUSIP: 22535MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104276 | PA      | $103377.97    | 0.07%             | 2029-07-16      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | U.S. Treasury 10 Year Ultra Note                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -27 | NC      | $-53876.86    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                               | UMBS                                                                          | CUSIP: 31417BRU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171954 | PA      | $166590.72    | 0.11%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2023-1, Class A3   | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90306.82     | 0.06%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                               | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89966.96     | 0.06%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                          | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36999 | PA      | $38672.38     | 0.03%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                       | CaixaBank SA                                                                  | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $405755.01    | 0.27%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                       | Pacific Gas and Electric Co.                                                  | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    465000 | PA      | $456417.55    | 0.30%             | 2024-02-16      | Fixed         | 3.25%                 | 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        |    115000 | PA      | $114745.56    | 0.08%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                           | BHG Securitization Trust, Series 2022-C, Class A                              | CUSIP: 08860DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140008 | PA      | $139023.14    | 0.09%             | 2035-10-17      | Fixed         | 5.32%                 | 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        |    185150 | PA      | $166256.46    | 0.11%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust     | Foursight Capital Automobile Receivables Trust, Series 2022-2, Class A2       | CUSIP: 34660DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | PA      | $530954.81    | 0.35%             | 2026-03-16      | Fixed         | 4.49%                 | Yes           |                  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        |    920000 | PA      | $894618.58    | 0.59%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| ACHV ABS TRUST                                     | ACHV ABS TRUST, Series 2023-1PL, Class A                                      | CUSIP: 00091XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105013.86    | 0.07%             | 2030-03-18      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                           | Equitable Holdings, Inc.                                                      | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    379000 | PA      | $378306.43    | 0.25%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA              | Banque Federative du Credit Mutuel SA                                         | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    425000 | PA      | $421753.88    | 0.28%             | 2027-07-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                 | Hyatt Hotels Corp.                                                            | CUSIP: 448579AH5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65608.76     | 0.04%             | 2025-04-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC, Series 2023-2A, Class A             | CUSIP: 05377RGJ7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100423.14    | 0.07%             | 2027-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust          | Navient Private Education Refi Loan Trust, Series 2021-CA, Class A            | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337326 | PA      | $295801.77    | 0.20%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                | DT Auto Owner Trust, Series 2023-1A, Class B                                  | CUSIP: 23346KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $169923.65    | 0.11%             | 2028-10-16      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2020-C, Class A3                         | CUSIP: 34533YAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176581 | PA      | $171578.43    | 0.11%             | 2025-07-15      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class A4 | CUSIP: 61762TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565000 | PA      | $558050.16    | 0.37%             | 2046-08-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                  | Eversource Energy, Series N                                                   | CUSIP: 30040WAG3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1143273.80   | 0.76%             | 2023-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                 | BMW US Capital LLC                                                            | CUSIP: 05565EAW5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747860.77    | 0.50%             | 2023-04-12      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2009-88, Class QE                                                | CUSIP: 38376EFE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3335 | PA      | $3322.51      | 0.00%             | 2039-09-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2020-3A, Class C                  | CUSIP: 30166NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88776 | PA      | $87909.11     | 0.06%             | 2025-07-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                             | PACCAR Financial Corp.                                                        | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182520.89    | 0.12%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                 | Southern Co. (The), Series 21-A                                               | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $716629.88    | 0.48%             | 2024-02-26      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                | Triton Container International Ltd.                                           | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    495000 | PA      | $480928.95    | 0.32%             | 2023-08-01      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                             | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $255812.98    | 0.17%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co.                                                                | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    520000 | PA      | $513937.48    | 0.34%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                      | Enel Finance International NV                                                 | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    890000 | PA      | $870590.09    | 0.58%             | 2027-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                            | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463121.48    | 0.31%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                | Athene Holding Ltd.                                                           | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    110000 | PA      | $116221.57    | 0.08%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                          | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    495000 | PA      | $522896.36    | 0.35%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2022-5A, Class B                  | CUSIP: 30167FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $362406.60    | 0.24%             | 2027-03-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                         | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     95000 | PA      | $98996.36     | 0.07%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                 | CenterPoint Energy Resources Corp.                                            | CUSIP: 15189WAM2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259189.54    | 0.17%             | 2023-03-02      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                     | Lehman Brothers Holdings, Inc.                                                | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    500000 | PA      | $1750.00      | 0.00%             | 2013-01-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                                                | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    530000 | PA      | $534419.77    | 0.35%             | 2029-01-13      | Variable      | 5.12%                 | 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        |    395000 | PA      | $360500.54    | 0.24%             | 2037-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc.                                                         | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    295000 | PA      | $286247.65    | 0.19%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                     | Protective Life Global Funding                                                | CUSIP: 74368CBJ2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    460000 | PA      | $429808.66    | 0.28%             | 2025-01-13      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                     | Carvana Auto Receivables Trust, Series 2021-N4, Class A1                      | CUSIP: 14687HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235173 | PA      | $227998.82    | 0.15%             | 2028-09-11      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust, Series 2020-2A, Class C                | CUSIP: 96042PAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107426 | PA      | $106527.37    | 0.07%             | 2025-07-15      | Fixed         | 2.01%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse AG                                   | Credit Suisse AG                                                              | CUSIP: 22550L2K6<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    350000 | PA      | $331988.15    | 0.22%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| 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        |    100000 | PA      | $91778.55     | 0.06%             | 2033-03-05      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp.                                          | EQT Corp.                                                                     | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242356.80    | 0.16%             | 2025-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                     | Assurant, Inc.                                                                | CUSIP: 04621XAH1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    227000 | PA      | $225321.09    | 0.15%             | 2023-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                         | Aviation Capital Group LLC                                                    | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    515000 | PA      | $511904.10    | 0.34%             | 2023-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                      | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141217.57    | 0.09%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                       | Nutrien Ltd.                                                                  | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $340314.16    | 0.23%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC                                                                         | CUSIP: 31292GZM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4080 | PA      | $4271.16      | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC, Series 3721, Class PE                                                  | CUSIP: 3137GAD79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47264 | PA      | $45307.38     | 0.03%             | 2040-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC                                                                         | CUSIP: 3128Q0GE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96102 | PA      | $93229.44     | 0.06%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal                                                              | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    740000 | PA      | $754642.13    | 0.50%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                             | Marlette Funding Trust, Series 2021-3A, Class A                               | CUSIP: 57108QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62071 | PA      | $61364.38     | 0.04%             | 2031-12-15      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                | Amcor Flexibles North America, Inc.                                           | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181108.44    | 0.12%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2011-H23, Class HA                                               | CUSIP: 38375BNT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4363 | PA      | $4161.60      | 0.00%             | 2061-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.       | Fidelity National Information Services, Inc.                                  | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    555000 | PA      | $549311.02    | 0.36%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2020-4, Class C                | CUSIP: 80286WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143134 | PA      | $141564.63    | 0.09%             | 2026-01-15      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| FREED ABS Trust                                    | FREED ABS Trust, Series 2022-4FP, Class B                                     | CUSIP: 35634JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $376133.59    | 0.25%             | 2029-12-18      | Fixed         | 7.58%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                         | US Bancorp                                                                    | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    855000 | PA      | $853715.83    | 0.57%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                              | Nomura Holdings, Inc.                                                         | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    690000 | PA      | $620126.69    | 0.41%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                   | ArcelorMittal SA                                                              | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    435000 | PA      | $454386.62    | 0.30%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2022-3A, Class B                  | CUSIP: 30166YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $316375.10    | 0.21%             | 2026-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                          | CUSIP: 31406J2E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36346 | PA      | $38073.08     | 0.03%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust           | AmeriCredit Automobile Receivables Trust, Series 2020-2, Class B              | CUSIP: 03066EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24570.06     | 0.02%             | 2026-02-18      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                           | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6920000 | PA      | $6922703.09   | 4.59%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                               | Ally Financial, Inc.                                                          | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    335000 | PA      | $353545.37    | 0.23%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                  | American Electric Power Co., Inc., Series A                                   | CUSIP: 025537AS0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1080787.06   | 0.72%             | 2023-11-01      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                    | AstraZeneca plc                                                               | CUSIP: 046353AR9<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    695000 | PA      | $689959.23    | 0.46%             | 2023-08-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                 | Hyatt Hotels Corp.                                                            | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    405000 | PA      | $394186.88    | 0.26%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                  | Credit Acceptance Auto Loan Trust, Series 2021-3A, Class A                    | CUSIP: 22535GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $264285.23    | 0.18%             | 2030-05-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CNH Equipment Trust                                | CNH Equipment Trust, Series 2020-A, Class A3                                  | CUSIP: 12597PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27408 | PA      | $27053.93     | 0.02%             | 2025-06-16      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                          | CUSIP: 31371JSD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       272 | PA      | $282.72       | 0.00%             | 2030-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA, Series 2012-93, Class DP                                                | CUSIP: 3136A8LW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75718 | PA      | $71432.70     | 0.05%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Donlen Fleet Lease Funding 2 LLC                   | Donlen Fleet Lease Funding 2 LLC, Series 2021-2, Class A2                     | CUSIP: 257812AD9<br>LEI: 549300ZWUQETU54FDP26 | Long             | ABS-O            | CORP              | US        |    240120 | PA      | $233084.06    | 0.15%             | 2034-12-11      | Fixed         | 0.56%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp.                                 | Ares Capital Corp.                                                            | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    310000 | PA      | $261788.91    | 0.17%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Main Street Capital Corp.                          | Main Street Capital Corp.                                                     | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    370000 | PA      | $325921.43    | 0.22%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                                | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1078940.52   | 0.72%             | 2024-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                     | Synchrony Bank                                                                | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    305000 | PA      | $303773.44    | 0.20%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Nationwide Mutual Funds

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer