# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0002071691-25-000661
**Filing Date:** 2025-9
**Character Count:** 200057
**Document Hash:** 283033f39ef343991e588aa4309afff4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-000661.hdr.sgml**: 20250917

**ACCESSION NUMBER**: 0002071691-25-000661

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250917

**DATE AS OF CHANGE**: 20250917

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08495
- **FILM NUMBER:** 251321046

**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           |
| C000127587 | Class R6                    | NWJUX           |
| C000127588 | Institutional Service Class | NWJVX           |

## Nport-Ex

<!-- Failed to render or process positioned HTML file '0002071691-25-000661.txt': Page.pdf: Protocol error (Page.printToPDF): Printing failed -->

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

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

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

- **a. Name of Series:** Nationwide Loomis 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:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $106728306.62

**Total Liabilities:** $5565532.97

**Net Assets:** $101162773.65

**Cash Not Reported:** $2034136.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 388.56873500 | **1-Year:** 6636.54712300 | **5-Year:** 6965.17348300 | **10-Year:** 241.18759800 | **30-Year:** 0.00000000

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

- **3-Month:** 6.85571800 | **1-Year:** 271.59720200 | **5-Year:** 812.60878900 | **10-Year:** 179.84142400 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000127587 | 0.30%                | 0.79%                | 0.08%                |
| Class ID C000127585 | 0.27%                | 0.76%                | 0.15%                |
| Class ID C000127588 | 0.39%                | 0.78%                | 0.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $44446.61                | $-128677.17                                |
| Month 2  | $31791.13                | $386492.21                                 |
| Month 3  | $39408.24                | $-312036.36                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UniCredit SpA                                          | UniCredit SpA                                                                    | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    455000 | PA      | $453374.45    | 0.45%             | 2026-09-22      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2023-P1, Class A3                         | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9222 | PA      | $9256.46      | 0.01%             | 2027-12-10      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| OWN Equipment Fund I LLC                               | OWN Equipment Fund I LLC, Series 2024-2M, Class A                                | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98399 | PA      | $99235.65     | 0.10%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                               | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    330000 | PA      | $331265.81    | 0.33%             | 2028-05-23      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust, Series 2024-1, Class A3                | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $307351.98    | 0.30%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PVH Corp.                                              | PVH Corp.                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201457.56    | 0.20%             | 2030-06-13      | Fixed         | 5.50%                 | 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        |    379841 | PA      | $359899.10    | 0.36%             | 2030-10-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2023-2A, Class B                       | CUSIP: 22537EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $131557.56    | 0.13%             | 2033-07-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust, Series 2024-C, Class A3                                   | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $70019.17     | 0.07%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                      | Affirm Asset Securitization Trust, Series 2024-A, Class A                        | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120448.70    | 0.12%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215494.11    | 0.21%             | 2027-04-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                           | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $294773.98    | 0.29%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                            | CUSIP: 31336CLR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12951 | PA      | $13251.02     | 0.01%             | 2034-01-01      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust                           | World Omni Select Auto Trust, Series 2024-A, Class A3                            | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110345.70    | 0.11%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  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        |     45804 | PA      | $45578.27     | 0.05%             | 2028-02-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320325.12    | 0.32%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                               | Celanese US Holdings LLC                                                         | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59440.26     | 0.06%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                               | Toyota Lease Owner Trust, Series 2024-B, Class A3                                | CUSIP: 891943AD4<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $299490.60    | 0.30%             | 2027-09-20      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                           | New York Life Global Funding                                                     | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254258.34    | 0.25%             | 2028-07-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                    | Volkswagen Auto Loan Enhanced Trust, Series 2024-1, Class A2A                    | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280550 | PA      | $280790.62    | 0.28%             | 2027-11-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class A3           | CUSIP: 10807HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45038.53     | 0.04%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                 | Mineral Resources Ltd.                                                           | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    175000 | PA      | $182901.64    | 0.18%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64334.07     | 0.06%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                            | Truist Bank                                                                      | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    435000 | PA      | $434369.62    | 0.43%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                 | Hercules Capital, Inc.                                                           | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35001.56     | 0.03%             | 2030-06-16      | Fixed         | 6.00%                 | 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        |    245000 | PA      | $244081.25    | 0.24%             | 2038-10-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                   | Edison International                                                             | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69989.23     | 0.07%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP              | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    205000 | PA      | $215024.30    | 0.21%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Western-Southern Global Funding                        | Western-Southern Global Funding                                                  | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    425000 | PA      | $425191.81    | 0.42%             | 2028-07-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    280000 | PA      | $281730.11    | 0.28%             | 2025-11-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust, Series 2023-2A, Class B                                     | CUSIP: 23346CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76818 | PA      | $76849.75     | 0.08%             | 2029-02-15      | Fixed         | 5.41%                 | 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      | $200352.40    | 0.20%             | 2026-09-16      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229598.36    | 0.23%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2023-4, Class B             | CUSIP: 02530CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57077 | PA      | $57114.11     | 0.06%             | 2028-02-14      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Equitable America Global Funding                       | Equitable America Global Funding                                                 | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350957.23    | 0.35%             | 2028-06-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Spire, Inc.                                            | Spire, Inc.                                                                      | CUSIP: 84857LAC5<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290808.28    | 0.29%             | 2026-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust, Series 2024-3, Class A3                   | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $124725.85    | 0.12%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                            | CUSIP: 31300LC45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58238 | PA      | $59401.75     | 0.06%             | 2034-12-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                       | American National Global Funding                                                 | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $226249.88    | 0.22%             | 2030-06-03      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                      | American Electric Power Co., Inc.                                                | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150023.75    | 0.15%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                        | Whirlpool Corp.                                                                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34916.55     | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    335000 | PA      | $338524.83    | 0.33%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                 | Dell International LLC                                                           | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $317516.32    | 0.31%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                              | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    405000 | PA      | $408031.19    | 0.40%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50282.79     | 0.05%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                              | ALA Trust, Series 2025-OANA, Class A                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $60337.50     | 0.06%             | 2040-06-15      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury 2 Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4 | NC      | $24.89        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Equipment Notes                                    | M&T Equipment Notes, Series 2023-1A, Class A3                                    | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232728 | PA      | $233966.48    | 0.23%             | 2030-07-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                    | NatWest Markets plc                                                              | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $206772.10    | 0.20%             | 2028-03-21      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2024-P4, Class A3                         | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75113.24     | 0.07%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                    | Take-Two Interactive Software, Inc.                                              | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77112.87     | 0.08%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                           | Public Storage Operating Co.                                                     | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    295000 | PA      | $293181.64    | 0.29%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  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        |     61602 | PA      | $56046.93     | 0.06%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                             | Warnermedia Holdings, Inc.                                                       | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89226.41     | 0.09%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                        | Universal Health Services, Inc.                                                  | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103532.02    | 0.10%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| ARI Fleet Lease Trust                                  | ARI Fleet Lease Trust, Series 2024-A, Class A2                                   | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62216 | PA      | $62458.53     | 0.06%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Trafigura Securitisation Finance plc                   | Trafigura Securitisation Finance plc, Series 2024-1A, Class A2                   | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    265000 | PA      | $268371.07    | 0.27%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Bacardi-Martini BV                                     | Bacardi-Martini BV                                                               | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $287602.80    | 0.28%             | 2030-02-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: —       |
| Affirm Asset Securitization Trust                      | Affirm Asset Securitization Trust, Series 2024-X1, Class A                       | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3058 | PA      | $3059.14      | 0.00%             | 2029-05-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                      | NTT Finance Corp.                                                                | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $321810.62    | 0.32%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables Owner Trust, Series 2023-3, Class A3                      | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346706 | PA      | $348758.38    | 0.34%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                         | DTE Energy Co.                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206852.63    | 0.20%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31416XYQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2181 | PA      | $2170.10      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                     | Ryder System, Inc.                                                               | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70904.17     | 0.07%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                     | Hyatt Hotels Corp.                                                               | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106730.10    | 0.11%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                 | Cleveland-Cliffs, Inc.                                                           | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85040.55     | 0.08%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Danske Bank A/S                                        | Danske Bank A/S                                                                  | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    330000 | PA      | $330583.26    | 0.33%             | 2026-09-22      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                    | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265905.12    | 0.26%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust, Series 2024-B, Class A3                                   | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $155785.39    | 0.15%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                             | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95202.41     | 0.09%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                               | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235528.25    | 0.23%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| GNMA                                                   | GNMA, Series 2011-H11, Class FA                                                  | CUSIP: 38375BLN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33506 | PA      | $33559.79     | 0.03%             | 2061-03-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                        | Solventum Corp.                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294497.51    | 0.29%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                             | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110522.30    | 0.11%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170834.29    | 0.17%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                             | Aviation Capital Group LLC                                                       | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95675.49     | 0.09%             | 2030-04-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                 | Extra Space Storage LP                                                           | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87362.89     | 0.09%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2024-3, Class A             | CUSIP: 02490BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27645 | PA      | $27680.26     | 0.03%             | 2027-11-12      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Syensqo Finance America LLC                            | Syensqo Finance America LLC                                                      | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205932.81    | 0.20%             | 2029-06-04      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                   | American Express Co.                                                             | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274458.02    | 0.27%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                         | Element Fleet Management Corp.                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $110946.39    | 0.11%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Capital Corp. II                              | Blue Owl Capital Corp. II                                                        | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98344.41     | 0.10%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                         | M&T Bank Corp.                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96087.43     | 0.09%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                     | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    335000 | PA      | $338062.51    | 0.33%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| BMW Vehicle Owner Trust                                | BMW Vehicle Owner Trust, Series 2023-A, Class A3                                 | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100625 | PA      | $101203.35    | 0.10%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2024-3A, Class A2                      | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188683 | PA      | $190131.88    | 0.19%             | 2029-10-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107257.80    | 0.11%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust, Series 2024-8, Class A1A                                   | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25198.52     | 0.02%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1890000 | PA      | $1882543.36   | 1.86%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust                                 | Fifth Third Auto Trust, Series 2023-1, Class A3                                  | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375275 | PA      | $377913.83    | 0.37%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                   | American Express Co.                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226970.67    | 0.22%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: —       |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2023-3, Class C             | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274050 | PA      | $275833.50    | 0.27%             | 2029-10-12      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing LLC, Series 2024-2, Class A3                          | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $167541.35    | 0.17%             | 2028-04-20      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2010-H22, Class FE                                                  | CUSIP: 38375BHR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6085 | PA      | $6058.75      | 0.01%             | 2059-05-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                            | Pinnacle West Capital Corp.                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    360000 | PA      | $363199.14    | 0.36%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                            | CUSIP: 3128M6EP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14781 | PA      | $15473.93     | 0.02%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                            | Nationwide Building Society                                                      | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $383015.33    | 0.38%             | 2027-10-18      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2011-39, Class NE                                                   | CUSIP: 38377QXX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26863 | PA      | $26092.67     | 0.03%             | 2039-09-16      | Fixed         | 3.50%                 | 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        |     48897 | PA      | $48842.45     | 0.05%             | 2028-12-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                    | PenFed Auto Receivables Owner Trust, Series 2024-A, Class A3                     | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125254.15    | 0.12%             | 2029-06-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BofA Auto Trust                                        | BofA Auto Trust, Series 2025-1A, Class A3                                        | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $80105.71     | 0.08%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Brex Commercial Charge Card Master Trust               | Brex Commercial Charge Card Master Trust, Series 2024-1, Class A1                | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610000 | PA      | $613745.22    | 0.61%             | 2027-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2023-1A, Class A                            | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89806 | PA      | $91193.19     | 0.09%             | 2038-01-25      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                      | Molex Electronic Technologies LLC                                                | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200182.90    | 0.20%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                     | CNO Global Funding                                                               | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306942.32    | 0.30%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Ltd.                                         | Aircastle Ltd.                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    210000 | PA      | $200399.40    | 0.20%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                     | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    520000 | PA      | $519204.85    | 0.51%             | 2029-07-03      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                | Carmax Auto Owner Trust, Series 2023-2, Class A3                                 | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381245 | PA      | $382429.57    | 0.38%             | 2028-01-18      | Fixed         | 5.05%                 | 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        |    290692 | PA      | $175665.39    | 0.17%             | 2027-11-15      | Floating      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2025-2A, Class C                       | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50279.20     | 0.05%             | 2031-01-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust, Series 2024-C, Class A3                       | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $180221.65    | 0.18%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                        | Jefferies Financial Group, Inc.                                                  | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118978.10    | 0.12%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| SoFi Consumer Loan Program Trust                       | SoFi Consumer Loan Program Trust, Series 2025-2, Class A                         | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $114998.37    | 0.11%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                                        | Reach ABS Trust, Series 2024-2A, Class A                                         | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52042 | PA      | $52261.68     | 0.05%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                | Nissan Auto Lease Trust, Series 2023-B, Class A3                                 | CUSIP: 65473FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42038 | PA      | $42063.05     | 0.04%             | 2026-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                         | Illumina, Inc.                                                                   | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209893.39    | 0.21%             | 2026-09-09      | Fixed         | 4.65%                 | 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        |    315000 | PA      | $304762.50    | 0.30%             | 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        |     18514 | PA      | $18490.39     | 0.02%             | 2068-10-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                         | Hewlett Packard Enterprise Co.                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233622.60    | 0.23%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                         | WP Carey, Inc.                                                                   | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84488.12     | 0.08%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                              | Auxilior Term Funding LLC, Series 2023-1A, Class A2                              | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46520 | PA      | $46816.30     | 0.05%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                   | FS KKR Capital Corp.                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95328.22     | 0.09%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Jackson National Life Global Funding                   | Jackson National Life Global Funding                                             | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215396.83    | 0.21%             | 2028-06-05      | Fixed         | 4.70%                 | 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      | $74593.50     | 0.07%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2023-5YR3, Class A3                                                | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $184526.67    | 0.18%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                               | Westpac New Zealand Ltd.                                                         | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    305000 | PA      | $308316.77    | 0.30%             | 2027-02-26      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: —       |
| GS Mortgage Securities Corp. Trust                     | GS Mortgage Securities Corp. Trust, Series 2012-BWTR, Class A                    | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336604 | PA      | $292327.96    | 0.29%             | 2034-11-05      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo, Inc.                                          | PepsiCo, Inc.                                                                    | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164224.91    | 0.16%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2024-3A, Class A3                  | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $170313.58    | 0.17%             | 2028-04-17      | Fixed         | 4.71%                 | 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      | $424867.19    | 0.42%             | 2037-10-15      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp.                                     | Ares Capital Corp.                                                               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94838.53     | 0.09%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                            | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45957.94     | 0.05%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                            | CUSIP: 31292HSF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17172 | PA      | $17680.31     | 0.02%             | 2032-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority          | Massachusetts Educational Financing Authority, Series A                          | CUSIP: 57563NAB4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     93899 | PA      | $92657.30     | 0.09%             | 2033-05-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                   | Eastman Chemical Co.                                                             | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80899.52     | 0.08%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                            | Stellantis Finance US, Inc.                                                      | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255490.93    | 0.25%             | 2030-03-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2024-4A, Class A2                      | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81110 | PA      | $80917.83     | 0.08%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust, Series 2024-2, Class B                             | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $134745.12    | 0.13%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Enact Holdings, Inc.                                   | Enact Holdings, Inc.                                                             | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258301.85    | 0.26%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                             | GATX Corp.                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161771.91    | 0.16%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  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        |    430000 | PA      | $422042.08    | 0.42%             | 2038-10-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                        | Nissan Motor Acceptance Co. LLC                                                  | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183612.50    | 0.18%             | 2027-09-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                  | Delta Air Lines, Inc.                                                            | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65612.55     | 0.06%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| USAA Capital Corp.                                     | USAA Capital Corp.                                                               | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250511.24    | 0.25%             | 2028-06-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                 | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    345000 | PA      | $350746.55    | 0.35%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                    | Antares Holdings LP                                                              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    390000 | PA      | $374450.49    | 0.37%             | 2027-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA                                                                             | CUSIP: 36202FUD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3204 | PA      | $3189.34      | 0.00%             | 2026-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust             | Exeter Select Automobile Receivables Trust, Series 2025-1, Class A2              | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $54995.19     | 0.05%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                       | Principal Life Global Funding II                                                 | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347870.08    | 0.34%             | 2028-01-09      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                            | PNC Bank NA                                                                      | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    445000 | PA      | $444920.06    | 0.44%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                       | Harley-Davidson Motorcycle Trust, Series 2023-B, Class A4                        | CUSIP: 41285YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $173561.91    | 0.17%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                | BMW Vehicle Lease Trust, Series 2025-1, Class A3                                 | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85169.04     | 0.08%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust, Series 2025-1, Class A3                   | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $185772.41    | 0.18%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing LLC, Series 2025-1, Class A2                          | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60070.30     | 0.06%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust, Series 2024-4, Class A1A                                   | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575000 | PA      | $578655.97    | 0.57%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                   | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $522146.42    | 0.52%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                          | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70181.40     | 0.07%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury 10 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -10 | NC      | $826.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortitude Group Holdings LLC                           | Fortitude Group Holdings LLC                                                     | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51262.69     | 0.05%             | 2030-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Lennar Corp.                                           | Lennar Corp.                                                                     | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122249.49    | 0.12%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Hercules Capital, Inc.                                 | Hercules Capital, Inc.                                                           | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92317.99     | 0.09%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2024-4A, Class C                     | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65476.65     | 0.06%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2023-3, Class C                   | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $137174.54    | 0.14%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                | National Bank of Canada                                                          | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    435000 | PA      | $438627.10    | 0.43%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2024-3, Class A3                  | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $286311.68    | 0.28%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                      | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34866.36     | 0.03%             | 2028-08-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                | Golub Capital BDC, Inc.                                                          | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92520.90     | 0.09%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Mountain Finance Corp.                             | New Mountain Finance Corp.                                                       | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61434.91     | 0.06%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, Series 2012-100, Class WA                                                  | CUSIP: 3136A8PX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26460 | PA      | $25748.76     | 0.03%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables Owner Trust, Series 2024-D, Class A3                     | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100074.04    | 0.10%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                  | Las Vegas Sands Corp.                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167625.88    | 0.17%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                               | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAQ6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    310000 | PA      | $314469.25    | 0.31%             | 2027-05-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                      | Blue Owl Technology Finance Corp.                                                | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39846.95     | 0.04%             | 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        |     12301 | PA      | $12318.44     | 0.01%             | 2062-08-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                         | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251126.95    | 0.25%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                           | DC Commercial Mortgage Trust, Series 2023-DC, Class A                            | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $145702.23    | 0.14%             | 2040-09-12      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Methanex US Operations, Inc.                           | Methanex US Operations, Inc.                                                     | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $113993.13    | 0.11%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust, Series 2024-1A, Class A3                             | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112536 | PA      | $112730.32    | 0.11%             | 2028-01-18      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| SiriusPoint Ltd.                                       | SiriusPoint Ltd.                                                                 | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    170000 | PA      | $178320.00    | 0.18%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                               | Darden Restaurants, Inc.                                                         | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244508.95    | 0.24%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                         | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    520000 | PA      | $520305.81    | 0.51%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | Goldman Sachs Bank USA                                                           | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367142.50    | 0.36%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| CF SECURED LLC                                         | Treasury Repurchase Agreement                                                    | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |   2202070 | PA      | $2202070.00   | 2.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    335000 | PA      | $342267.43    | 0.34%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  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      | $334002.94    | 0.33%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Ziply Fiber Issuer LLC                                 | Ziply Fiber Issuer LLC, Series 2024-1A, Class A2                                 | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $173830.83    | 0.17%             | 2054-04-20      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bank NA                                    | Fifth Third Bank NA                                                              | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251505.93    | 0.25%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd.                                      | Essent Group Ltd.                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |     90000 | PA      | $93252.17     | 0.09%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2025-2A, Class A3                  | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25020.01     | 0.02%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                       | Omega Healthcare Investors, Inc.                                                 | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165523.92    | 0.16%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                              | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190180.50    | 0.19%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources, Inc.                                    | EOG Resources, Inc.                                                              | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340966.29    | 0.34%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Toll Brothers Finance Corp.                            | Toll Brothers Finance Corp.                                                      | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70336.38     | 0.07%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                      | Xcel Energy, Inc.                                                                | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30180.06     | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Caterpillar Financial Services Corp.                   | Caterpillar Financial Services Corp.                                             | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    345000 | PA      | $348053.83    | 0.34%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2025-2, Class C             | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $80346.62     | 0.08%             | 2031-03-12      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                    | Brown & Brown, Inc.                                                              | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150456.13    | 0.15%             | 2028-06-23      | Fixed         | 4.70%                 | 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        |    332101 | PA      | $329984.87    | 0.33%             | 2028-05-15      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Capital Power US Holdings, Inc.                        | Capital Power US Holdings, Inc.                                                  | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45475.73     | 0.04%             | 2028-06-01      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                      | Affirm Asset Securitization Trust, Series 2024-A, Class 1A                       | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $426409.39    | 0.42%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Analog Devices, Inc.                                   | Analog Devices, Inc.                                                             | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179997.00    | 0.18%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                  | Lockheed Martin Corp.                                                            | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    505000 | PA      | $503705.24    | 0.50%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                              | BPR Trust, Series 2022-SSP, Class A                                              | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $299812.50    | 0.30%             | 2039-05-15      | Floating      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| BHG Securitization Trust                               | BHG Securitization Trust, Series 2024-1CON, Class A                              | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48319 | PA      | $49320.63     | 0.05%             | 2035-04-17      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                         | Citizens Financial Group, Inc.                                                   | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101286.84    | 0.10%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                 | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A2                  | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151849 | PA      | $152058.11    | 0.15%             | 2059-10-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                          | Oaktree Strategic Credit Fund                                                    | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35197.94     | 0.03%             | 2030-07-15      | Fixed         | 6.19%                 | 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        |      9063 | PA      | $9061.65      | 0.01%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust, Series 2024-3A, Class A3                             | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $84980.49     | 0.08%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Cummins, Inc.                                          | Cummins, Inc.                                                                    | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190198.63    | 0.19%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                                  | Huntington Auto Trust, Series 2024-1A, Class A3                                  | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $221537.98    | 0.22%             | 2029-01-16      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                 | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407165.61    | 0.40%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                              | SCF Equipment Leasing LLC, Series 2024-1A, Class A2                              | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74420 | PA      | $74796.31     | 0.07%             | 2029-11-20      | Fixed         | 5.88%                 | Yes           |                  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        |     33805 | PA      | $33837.51     | 0.03%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2024-2, Class A3           | CUSIP: 10805MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248511 | PA      | $249593.93    | 0.25%             | 2028-06-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                         | Atlas Warehouse Lending Co. LP                                                   | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252835.09    | 0.25%             | 2028-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC           | GreatAmerica Leasing Receivables Funding LLC, Series 2023-1, Class A3            | CUSIP: 39154TCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    740000 | PA      | $743049.61    | 0.73%             | 2027-07-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                  | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    380000 | PA      | $386537.33    | 0.38%             | 2028-02-16      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                  | Mission Lane Credit Card Master Trust, Series 2024-B, Class A                    | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105543.87    | 0.10%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                  | Dominion Energy, Inc.                                                            | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266043.73    | 0.26%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                              | DLLMT LLC, Series 2023-1A, Class A3                                              | CUSIP: 232989AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    592581 | PA      | $594635.70    | 0.59%             | 2027-03-22      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                              | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2635000 | PA      | $2625118.75   | 2.59%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust, Series 2024-3A, Class A3              | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95226.52     | 0.09%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199751.87    | 0.20%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                | Helmerich & Payne, Inc.                                                          | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $236700.38    | 0.23%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Essential Utilities, Inc.                              | Essential Utilities, Inc.                                                        | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201425.73    | 0.20%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| GA Global Funding Trust                                | GA Global Funding Trust                                                          | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199268.81    | 0.20%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: —       |
| BPR Trust                                              | BPR Trust, Series 2021-NRD, Class A                                              | CUSIP: 05592CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $347410.04    | 0.34%             | 2038-12-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER US CAPITAL MARKETS LLC                       | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: 549300LGG2RLWD21SU97       | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 1.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                                            | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    355000 | PA      | $354878.23    | 0.35%             | 2031-07-08      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                     | ITC Holdings Corp.                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    335000 | PA      | $337181.51    | 0.33%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: —       |
| CCG Receivables Trust                                  | CCG Receivables Trust, Series 2023-1, Class A2                                   | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64007 | PA      | $64289.31     | 0.06%             | 2030-09-16      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                    | Synchrony Financial                                                              | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15045.15     | 0.01%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                | MVW LLC, Series 2024-1A, Class A                                                 | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85207 | PA      | $86379.35     | 0.09%             | 2043-02-20      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                             | Travelers Cos., Inc. (The)                                                       | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35086.08     | 0.03%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                             | Synchrony Card Funding LLC, Series 2023-A1, Class A                              | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $126245.70    | 0.12%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                      | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102998.58    | 0.10%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                             | Ares Strategic Income Fund                                                       | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95498.54     | 0.09%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2023-5, Class B                   | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $467310.60    | 0.46%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                             | US Bank NA                                                                       | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    495000 | PA      | $494790.01    | 0.49%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                    | Citibank Credit Card Issuance Trust, Series 2025-A1, Class A                     | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $415296.68    | 0.41%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $353679.62    | 0.35%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                              | Corebridge Global Funding                                                        | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246078.40    | 0.24%             | 2027-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                             | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229663.61    | 0.23%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31368HKU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       153 | PA      | $158.85       | 0.00%             | 2030-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                           | Blue Owl Credit Income Corp.                                                     | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5141.64      | 0.01%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2024-3A, Class B                       | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135478.35    | 0.13%             | 2029-01-16      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                        | Hertz Vehicle Financing III LLC, Series 2024-1A, Class A                         | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $131519.34    | 0.13%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $192863.34    | 0.19%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                            | CUSIP: 31283H4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10929 | PA      | $11186.86     | 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      | $345755.52    | 0.34%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2023-5YR4, Class A3                                                | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60593 | PA      | $63524.24     | 0.06%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2016-H13, Class FT                                                  | CUSIP: 38376RUS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1685 | PA      | $1691.20      | 0.00%             | 2066-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                             | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $235081.14    | 0.23%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: —       |
| United Airlines, Inc.                                  | United Airlines, Inc.                                                            | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119286.98    | 0.12%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust, Series 2024-2A, Class A3                             | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $186100.20    | 0.18%             | 2028-08-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2019-H13, Class FT                                                  | CUSIP: 38380LXV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30758 | PA      | $30762.92     | 0.03%             | 2069-08-20      | Floating      | 4.59%                 | No            |                  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        |     20207 | PA      | $20182.45     | 0.02%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                               | Marathon Petroleum Corp.                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142584.60    | 0.14%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| 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      | $369113.09    | 0.36%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                   | Honda Motor Co. Ltd.                                                             | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    520000 | PA      | $519100.03    | 0.51%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                     | GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class A                    | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $213636.10    | 0.21%             | 2038-09-10      | Variable      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Ameren Corp.                                           | Ameren Corp.                                                                     | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283785.77    | 0.28%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                              | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194177.10    | 0.19%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Microchip Technology, Inc.                             | Microchip Technology, Inc.                                                       | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342820.95    | 0.34%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                       | Wheels Fleet Lease Funding 1 LLC, Series 2023-1A, Class A                        | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    317576 | PA      | $319316.58    | 0.32%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                     | Macquarie Airfinance Holdings Ltd.                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $95886.35     | 0.09%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SCOTT Trust                                            | SCOTT Trust, Series 2023-SFS, Class A                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $235149.17    | 0.23%             | 2040-03-10      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust             | Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A              | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $145930.22    | 0.14%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Marex Group plc                                        | Marex Group plc                                                                  | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101045.68    | 0.10%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust, Series 2025-1A, Class A3                             | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150516.78    | 0.15%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                             | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170259.95    | 0.17%             | 2025-10-14      | Fixed         | 5.45%                 | 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        |     20671 | PA      | $19179.24     | 0.02%             | 2069-09-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                            | SBNA Auto Receivables Trust, Series 2024-A, Class A3                             | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50265 | PA      | $50413.06     | 0.05%             | 2028-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Prosus NV                                              | Prosus NV                                                                        | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $361720.73    | 0.36%             | 2027-01-19      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                             | Flagship Credit Auto Trust, Series 2023-1, Class A3                              | CUSIP: 337955AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71413 | PA      | $71411.20     | 0.07%             | 2027-08-16      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193705.36    | 0.19%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA                                                                             | CUSIP: 31406NYU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15795 | PA      | $16176.83     | 0.02%             | 2035-01-01      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                         | ACHV ABS TRUST, Series 2024-2PL, Class A                                         | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42049 | PA      | $42124.70     | 0.04%             | 2031-10-27      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class B            | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45235.28     | 0.04%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust, Series 2025-A, Class A3                            | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $145686.34    | 0.14%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                    | Mutual of Omaha Cos. Global Funding                                              | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329140.15    | 0.33%             | 2027-04-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                   | Conagra Brands, Inc.                                                             | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332172.27    | 0.33%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                      | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $401640.81    | 0.40%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing LLC, Series 2025-3, Class A2                          | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115105.94    | 0.11%             | 2028-04-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2017-H25, Class FD                                                  | CUSIP: 38375U2E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13209 | PA      | $13065.70     | 0.01%             | 2067-12-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust, Series 2025-B, Class A3                          | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110263.16    | 0.11%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                   | Bain Capital Specialty Finance, Inc.                                             | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59645.83     | 0.06%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                               | Advance Auto Parts, Inc.                                                         | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90458.01     | 0.09%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp.                                         | McKesson Corp.                                                                   | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    455000 | PA      | $457630.86    | 0.45%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| IQVIA, Inc.                                            | IQVIA, Inc.                                                                      | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141069.20    | 0.14%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                   | Cantor Fitzgerald LP                                                             | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116848.21    | 0.12%             | 2028-12-12      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                      | Lowe's Cos., Inc.                                                                | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399835.37    | 0.40%             | 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      | $260881.34    | 0.26%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                         | VStrong Auto Receivables Trust, Series 2023-A, Class A3                          | CUSIP: 92920CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265417 | PA      | $265748.91    | 0.26%             | 2027-11-15      | Fixed         | 6.87%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2025-1A, Class A2                      | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142663 | PA      | $142696.85    | 0.14%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                 | Standard Chartered plc                                                           | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $218317.01    | 0.22%             | 2031-05-13      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                              | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12977656.25  | 12.83%            | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2023-3A, Class C                   | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $566905.92    | 0.56%             | 2028-09-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                     | Nationstar Mortgage Holdings, Inc.                                               | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $132965.22    | 0.13%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                         | Element Fleet Management Corp.                                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $349800.32    | 0.35%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                             | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $465304.65    | 0.46%             | 2029-08-06      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68404.55     | 0.07%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                  | Athene Global Funding                                                            | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    365000 | PA      | $366526.57    | 0.36%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                             | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45997.15     | 0.05%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $236885.80    | 0.23%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2024-1B, Class A                            | CUSIP: 43283YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100573 | PA      | $101728.00    | 0.10%             | 2039-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                         | VStrong Auto Receivables Trust, Series 2024-A, Class B                           | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40462.12     | 0.04%             | 2030-07-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Flex Ltd.                                              | Flex Ltd.                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    180000 | PA      | $185071.99    | 0.18%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Civitas Resources, Inc.                                | Civitas Resources, Inc.                                                          | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138858.18    | 0.14%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| California Resources Corp.                             | California Resources Corp.                                                       | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133540.57    | 0.13%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                        | Citizens Auto Receivables Trust, Series 2024-1, Class A3                         | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120481.19    | 0.12%             | 2028-04-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                    | Georgia-Pacific LLC                                                              | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215332.35    | 0.21%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: —       |
| Venture Global Plaquemines LNG LLC                     | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $71270.35     | 0.07%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BGC Group, Inc.                                        | BGC Group, Inc.                                                                  | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50587.91     | 0.05%             | 2030-04-02      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2025-1A, Class A                | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100527.87    | 0.10%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                    | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60417.37     | 0.06%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219723.76    | 0.22%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                   | General Electric Co.                                                             | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74642.15     | 0.07%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust       | World Financial Network Credit Card Master Trust, Series 2024-A, Class A         | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66113.48     | 0.07%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                   | Ally Financial, Inc.                                                             | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76383.56     | 0.08%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: —       |
| SCF Equipment Leasing LLC                              | SCF Equipment Leasing LLC, Series 2022-1A, Class A3                              | CUSIP: 784033AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51107 | PA      | $50984.47     | 0.05%             | 2029-07-20      | Fixed         | 2.92%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC Multifamily Structured Pass-Through Certificates, Series K531, Class AS    | CUSIP: 3137HHUP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    619724 | PA      | $620171.76    | 0.61%             | 2029-09-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                 | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $96275.47     | 0.10%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31417BRU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45873 | PA      | $45254.25     | 0.04%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury 10 Year Ultra Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -5 | NC      | $-493.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Finance Trust                               | AutoNation Finance Trust, Series 2025-1A, Class A2                               | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120108.38    | 0.12%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2024-3A, Class A                       | CUSIP: 22535LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $240005.42    | 0.24%             | 2034-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2024-2A, Class A3                  | CUSIP: 96042YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $166189.80    | 0.16%             | 2028-02-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Lending Partners                          | Sixth Street Lending Partners                                                    | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144286.92    | 0.14%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                       | Wheels Fleet Lease Funding 1 LLC, Series 2024-1A, Class A1                       | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    175955 | PA      | $177394.08    | 0.18%             | 2039-02-18      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2024-1A, Class A3                      | CUSIP: 36269HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53932 | PA      | $53972.42     | 0.05%             | 2027-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC, Series 2024-1A, Class A1                              | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     98419 | PA      | $99339.92     | 0.10%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                        | Prestige Auto Receivables Trust, Series 2023-1A, Class C                         | CUSIP: 74113GAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500994.35    | 0.50%             | 2028-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24439 | PA      | $24920.88     | 0.02%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                               | Advance Auto Parts, Inc.                                                         | CUSIP: 00751YAH9<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140700.00    | 0.14%             | 2026-03-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing LLC, Series 2024-1, Class A2                          | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143759 | PA      | $144615.57    | 0.14%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  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      | $115410.18    | 0.11%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | Citibank NA                                                                      | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    490000 | PA      | $492001.03    | 0.49%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust, Series 2025-1A, Class A3              | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95532.87     | 0.09%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                              | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70083.64     | 0.07%             | 2030-08-30      | Fixed         | 5.88%                 | 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        |     75232 | PA      | $69001.64     | 0.07%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                       | SoFi Consumer Loan Program Trust, Series 2025-1, Class A                         | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111392 | PA      | $111490.89    | 0.11%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                           | Pacific Gas and Electric Co.                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35196.78     | 0.03%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2023-V2, Class A3                               | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $328807.39    | 0.33%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                     | Hyatt Hotels Corp.                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127184.33    | 0.13%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| OneMain Financial Issuance Trust                       | OneMain Financial Issuance Trust, Series 2022-S1, Class A                        | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305428 | PA      | $304371.70    | 0.30%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                     | CyrusOne Data Centers Issuer I LLC, Series 2025-1A, Class A2                     | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $107021.87    | 0.11%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                        | Prestige Auto Receivables Trust, Series 2025-1A, Class A2                        | CUSIP: 74113UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135031.66    | 0.13%             | 2027-12-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2024-VLT4, Class A                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100062.50    | 0.10%             | 2029-07-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2025-VLT7, Class A                                              | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $361237.00    | 0.36%             | 2044-07-15      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                          | Orbia Advance Corp. SAB de CV                                                    | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $203975.12    | 0.20%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust                                 | John Deere Owner Trust, Series 2023-A, Class A3                                  | CUSIP: 47800CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96758 | PA      | $96984.47     | 0.10%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  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        |    206003 | PA      | $186564.97    | 0.18%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                 | Chase Auto Owner Trust, Series 2024-5A, Class A3                                 | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $144425.31    | 0.14%             | 2029-08-27      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                           | Mizuho Financial Group, Inc.                                                     | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    370000 | PA      | $369209.53    | 0.36%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                            | Merchants Fleet Funding LLC, Series 2023-1A, Class A                             | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    280875 | PA      | $282737.54    | 0.28%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2025-1A, Class A                       | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140921.49    | 0.14%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                            | Huntington Bancshares, Inc.                                                      | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193553.44    | 0.19%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                       | ABN AMRO Bank NV                                                                 | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203638.16    | 0.20%             | 2027-09-18      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                             | Hudsons Bay Simon JV Trust, Series 2015-HB7, Class A7                            | CUSIP: 44422PAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15812 | PA      | $15796.41     | 0.02%             | 2034-08-05      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                    | Public Service Co. of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210487.59    | 0.21%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                   | USB Auto Owner Trust, Series 2025-1A, Class A3                                   | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $44995.05     | 0.04%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class A3           | CUSIP: 108056AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64717 | PA      | $64843.23     | 0.06%             | 2027-11-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                        | Republic Finance Issuance Trust, Series 2024-A, Class A                          | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101136.28    | 0.10%             | 2032-08-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2025-P2, Class A3                         | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135370.60    | 0.13%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables Owner Trust, Series 2023-C, Class A3                     | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136864 | PA      | $137495.00    | 0.14%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                  | FirstEnergy Pennsylvania Electric Co.                                            | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100219.82    | 0.10%             | 2026-03-30      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                        | CarMax Select Receivables Trust, Series 2025-A, Class A3                         | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $235844.43    | 0.23%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                         | ACHV ABS TRUST, Series 2024-1PL, Class A                                         | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25932 | PA      | $26126.07     | 0.03%             | 2031-04-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class A3           | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $34987.30     | 0.03%             | 2029-01-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust, Series 2025-2A, Class A3              | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $155473.97    | 0.15%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| New Mountain Finance Corp.                             | New Mountain Finance Corp.                                                       | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40490.31     | 0.04%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GECU Auto Receivables Trust                            | GECU Auto Receivables Trust, Series 2023-1A, Class A3                            | CUSIP: 36169EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305793 | PA      | $307263.08    | 0.30%             | 2028-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                      | Blue Owl Technology Finance Corp.                                                | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112649.36    | 0.11%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| National Australia Bank Ltd.                           | National Australia Bank Ltd.                                                     | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    325000 | PA      | $325748.70    | 0.32%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    335000 | PA      | $339792.80    | 0.34%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Hyundai Capital America                                | Hyundai Capital America                                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176989.66    | 0.17%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: —       |
| Regional Management Issuance Trust                     | Regional Management Issuance Trust, Series 2024-1, Class A                       | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $122108.39    | 0.12%             | 2036-07-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Smith & Nephew plc                                     | Smith & Nephew plc                                                               | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $297981.77    | 0.29%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Rocket Cos., Inc.                                      | Rocket Cos., Inc.                                                                | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $243348.60    | 0.24%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2025-BMS, Class A | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99562.50     | 0.10%             | 2042-01-15      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235276.44    | 0.23%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                        | Canadian Natural Resources Ltd.                                                  | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $352313.78    | 0.35%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                             | Sherwin-Williams Co. (The)                                                       | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    505000 | PA      | $504027.99    | 0.50%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                    | Amcor Flexibles North America, Inc.                                              | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135791.76    | 0.13%             | 2028-03-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2025-2A, Class A3                    | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $195376.31    | 0.19%             | 2029-01-16      | Fixed         | 4.74%                 | 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      | $300.00       | 0.00%             | 2013-01-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    170000 | PA      | $170764.70    | 0.17%             | 2028-01-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corp.                                         | Amphenol Corp.                                                                   | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350817.31    | 0.35%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                                | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    295000 | PA      | $296889.20    | 0.29%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| CSMC OA LLC                                            | CSMC OA LLC, Series 2014-USA, Class A2                                           | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    395000 | PA      | $361425.00    | 0.36%             | 2037-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2024-4A, Class A3                      | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45038.89     | 0.04%             | 2028-07-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                             | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    330000 | PA      | $332450.26    | 0.33%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                               | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85838.35     | 0.08%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251315.78    | 0.25%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Crockett Partners Equipment Co. IIA LLC                | Crockett Partners Equipment Co. IIA LLC, Series 2024-1C, Class A                 | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187957 | PA      | $189016.45    | 0.19%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust, Series 2024-2A, Class A2                               | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233101 | PA      | $234869.64    | 0.23%             | 2032-07-20      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CGI, Inc.                                              | CGI, Inc.                                                                        | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202413.05    | 0.20%             | 2030-03-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2024-2A, Class A2                      | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57440 | PA      | $57885.43     | 0.06%             | 2030-06-17      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Marex Group plc                                        | Marex Group plc                                                                  | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $112802.92    | 0.11%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                            | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182644.38    | 0.18%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2024-2A, Class A                | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179637 | PA      | $180596.71    | 0.18%             | 2041-06-20      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                 | WEC Energy Group, Inc.                                                           | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114171.46    | 0.11%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                 | Chase Auto Owner Trust, Series 2024-3A, Class A3                                 | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $318115.89    | 0.31%             | 2029-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                 | Sammons Financial Group Global Funding                                           | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166826.69    | 0.16%             | 2028-01-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: —       |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2025-3A, Class A2                      | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $74923.01     | 0.07%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                           | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    350000 | PA      | $354172.47    | 0.35%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust, Series 2023-1A, Class A3              | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    441616 | PA      | $444011.26    | 0.44%             | 2028-10-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                     | GS Mortgage Securities Corp. Trust, Series 2013-PEMB, Class A                    | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $87000.00     | 0.09%             | 2033-03-05      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                              | Williams Cos., Inc. (The)                                                        | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301378.27    | 0.30%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BHG Securitization Trust                               | BHG Securitization Trust, Series 2023-B, Class A                                 | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107745 | PA      | $111308.25    | 0.11%             | 2036-12-17      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| SoftBank Corp.                                         | SoftBank Corp.                                                                   | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199419.66    | 0.20%             | 2030-07-09      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                       | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240583.92    | 0.24%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                       | Harley-Davidson Motorcycle Trust, Series 2024-A, Class A3                        | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $338007.23    | 0.33%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                            | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150252.00    | 0.15%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                            | CUSIP: 31292GZM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1948 | PA      | $1990.52      | 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        |     30068 | PA      | $29275.57     | 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        |     25011 | PA      | $24689.49     | 0.02%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2024-P2, Class A3                         | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $156201.85    | 0.15%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                       | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255513.11    | 0.25%             | 2028-05-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                             | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252124.01    | 0.25%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Main Street Capital Corp.                              | Main Street Capital Corp.                                                        | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20403.57     | 0.02%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                      | Affirm Asset Securitization Trust, Series 2023-B, Class A                        | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $245465.38    | 0.24%             | 2028-09-15      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                 | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $205875.71    | 0.20%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust, Series 2023-4A, Class B                              | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $91785.47     | 0.09%             | 2028-10-16      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust                          | TCO Commercial Mortgage Trust, Series 2024-DPM, Class A                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100093.75    | 0.10%             | 2039-12-15      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                   | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    455000 | PA      | $456685.32    | 0.45%             | 2029-05-09      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31406J2E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25596 | PA      | $26283.88     | 0.03%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                   | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197201.22    | 0.19%             | 2027-04-09      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                  | NextGear Floorplan Master Owner Trust, Series 2024-1A, Class A2                  | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $212147.40    | 0.21%             | 2029-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5003.11      | 0.00%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                         | Huntington National Bank (The)                                                   | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256300.82    | 0.25%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: —       |
| Apollo Debt Solutions BDC                              | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92300.13     | 0.09%             | 2032-03-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                | Carmax Auto Owner Trust, Series 2025-2, Class A2A                                | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135277.86    | 0.13%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                        | Hertz Vehicle Financing III LLC, Series 2023-3A, Class A                         | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $299140.38    | 0.30%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                     | Morgan Stanley Direct Lending Fund                                               | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60367.84     | 0.06%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                         | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204760.00    | 0.20%             | 2029-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| APA Corp.                                              | APA Corp.                                                                        | CUSIP: 03743QAQ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142036.30    | 0.14%             | 2035-02-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31371JSD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       112 | PA      | $116.31       | 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        |     18936 | PA      | $18440.63     | 0.02%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                   | Ladder Capital Finance Holdings LLLP                                             | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80115.48     | 0.08%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Navient Corp.                                          | Navient Corp.                                                                    | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208244.11    | 0.21%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Swedbank AB                                            | Swedbank AB                                                                      | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    285000 | PA      | $289940.28    | 0.29%             | 2026-09-12      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| TTX Co.                                                | TTX Co.                                                                          | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    435000 | PA      | $439344.43    | 0.43%             | 2026-09-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                             | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $114747.37    | 0.11%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Main Street Capital Corp.                              | Main Street Capital Corp.                                                        | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127553.54    | 0.13%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust, Series 2024-A, Class A3                                   | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113665 | PA      | $113883.29    | 0.11%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Bank                                         | Synchrony Bank                                                                   | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304942.66    | 0.30%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                    | General Mills, Inc.                                                              | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155369.73    | 0.15%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC, Series 2023-1A, Class A1                              | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    167131 | PA      | $168003.86    | 0.17%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| MSD Investment Corp.                                   | MSD Investment Corp.                                                             | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44977.48     | 0.04%             | 2030-05-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-02

**Name of Applicant:** Nationwide Mutual Funds

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer