# EDGAR Filing Document

**Accession Number:** 0000353905
**File Stem:** 0002071691-26-002940
**Filing Date:** 2026-2
**Character Count:** 148862
**Document Hash:** ec2b48a569f250b23675b70cbb69fd1d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-002940.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0002071691-26-002940

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NATIONWIDE VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000353905

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03213
- **FILM NUMBER:** 26663963

**BUSINESS ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 5-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215
- **BUSINESS PHONE:** 614-435-5749

**MAIL ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 5-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GARTMORE VARIABLE INSURANCE TRUST
- **DATE OF NAME CHANGE:** 20020125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE SEPARATE ACCOUNT TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE SEPARATE ACCOUNT MONEY MARKET TRUST
- **DATE OF NAME CHANGE:** 19860226

## Series and Classes Contracts Data

### NVIT J.P. Morgan Inflation Managed Fund (Series ID: S000090753)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000258088 | Class I      |  |
| C000258089 | Class II     |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nationwide Variable Insurance Trust

- **b. Investment Company Act file number:** 811-03213

- **c. CIK number of Registrant:** 0000353905

- **d. LEI of Registrant:** 549300WLMVM3JP578846

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

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

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

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

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

- **a. Name of Series:** NVIT J.P. Morgan Inflation Managed Fund

- **b. EDGAR series identifier (if any):** S000090753

- **c. LEI of Series:** 254900E6ZYXZFC35HE10

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $274426274.49

**Total Liabilities:** $24620626.86

**Net Assets:** $249805647.63

**Cash Not Reported:** $23586903.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 182.95464600 | **1-Year:** 5871.38322000 | **5-Year:** 23052.62510000 | **10-Year:** 16473.64624400 | **30-Year:** 37.65903300

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000258088 | 0.10%                | 0.29%                | -0.33%               |
| Class ID C000258089 | 0.10%                | 0.19%                | -0.35%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13082.24                | $-29333.26                                 |
| Month 2  | $-25833.87               | $704633.63                                 |
| Month 3  | $78257.27                | $-1110150.47                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Treasury Inflation-Linked Bond Index

- **Index Identifier:** LEHM.MC.LEHMRT0063UUSD

### Schedule of Portfolio Investments

| Name                                               | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO Bank NV                                   | ABN AMRO Bank NV                                                            | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $285916.78    | 0.11%             | 2029-12-13      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                      | AIB Group plc                                                               | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    360000 | PA      | $379926.96    | 0.15%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                         | AMSR Trust, Series 2021-SFR3, Class E1                                      | CUSIP: 00180UAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97629.91     | 0.04%             | 2038-10-17      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                            | APA Infrastructure Ltd.                                                     | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     70000 | PA      | $70541.18     | 0.03%             | 2034-09-16      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                                  | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    475000 | PA      | $452782.48    | 0.18%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                       | AbbVie, Inc.                                                                | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    545000 | PA      | $528527.83    | 0.21%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    175000 | PA      | $172621.40    | 0.07%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1100000 | PA      | $1066437.52   | 0.43%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                     | Aircastle Ltd.                                                              | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    200000 | PA      | $204174.47    | 0.08%             | 2030-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.              | Alexandria Real Estate Equities, Inc.                                       | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    260000 | PA      | $243027.17    | 0.10%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                      | UMBS, 30 Year, Single Family                                                | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $5306015.64   | 2.12%             | 2056-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                      | UMBS, 30 Year, Single Family                                                | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2311035.15   | 0.93%             | 2056-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                      | UMBS, 30 Year, Single Family                                                | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2845273.68   | 1.14%             | 2056-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                      | UMBS, 30 Year, Single Family                                                | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8775000 | PA      | $8750320.31   | 3.50%             | 2056-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                      | UMBS, 30 Year, Single Family                                                | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4160000 | PA      | $4218167.57   | 1.69%             | 2056-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                      | UMBS, 30 Year, Single Family                                                | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $77004.56     | 0.03%             | 2056-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                 | Altria Group, Inc.                                                          | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    350000 | PA      | $309498.58    | 0.12%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                       | Ameren Corp.                                                                | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204460.78    | 0.08%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust               | American Airlines Pass-Through Trust, Series 2021-1, Class B                | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240900 | PA      | $232344.17    | 0.09%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                        | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127109.88    | 0.05%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                        | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103075.32    | 0.04%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                               | American Tower Corp.                                                        | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589049.27    | 0.24%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                       | American Water Capital Corp.                                                | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257717.12    | 0.10%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust           | AmeriCredit Automobile Receivables Trust, Series 2023-2, Class B            | CUSIP: 03065UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $437667.85    | 0.18%             | 2029-07-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                      | Cencora, Inc.                                                               | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204411.02    | 0.08%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                        | Amgen, Inc.                                                                 | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62233.58     | 0.02%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                     | Amphenol Corp.                                                              | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257268.20    | 0.10%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                            | Aon North America, Inc.                                                     | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $249411.74    | 0.10%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                       | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    320000 | PA      | $302727.83    | 0.12%             | 2029-01-07      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Atlantic City Electric Co.                         | Atlantic City Electric Co.                                                  | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125179.57    | 0.05%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.         | Australia & New Zealand Banking Group Ltd.                                  | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    470000 | PA      | $470491.70    | 0.19%             | 2026-05-19      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                              | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $148950.46    | 0.06%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                         | Aviation Capital Group LLC                                                  | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121840.69    | 0.05%             | 2030-04-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC, Series 2022-1A, Class A           | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $497990.30    | 0.20%             | 2028-08-21      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A           | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103107.85    | 0.04%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC, Series 2024-2A, Class B           | CUSIP: 05377RJH8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508872.10    | 0.20%             | 2028-10-20      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $250076.29    | 0.10%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    810000 | PA      | $785270.77    | 0.31%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                  | BAT Capital Corp.                                                           | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384907.93    | 0.15%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                     | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    660000 | PA      | $584785.11    | 0.23%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                     | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    660000 | PA      | $649230.77    | 0.26%             | 2027-10-19      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                     | Baltimore Gas and Electric Co.                                              | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206981.82    | 0.08%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                          | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $545437.34    | 0.22%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                       | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279328.64    | 0.11%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                       | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2030043.21   | 0.81%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                       | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    520000 | PA      | $541694.08    | 0.22%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                          | Bank of Ireland Group plc                                                   | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    520000 | PA      | $511805.82    | 0.20%             | 2027-09-30      | Variable      | 2.03%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA              | Banque Federative du Credit Mutuel SA                                       | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $270115.55    | 0.11%             | 2030-01-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $561931.22    | 0.22%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206713.78    | 0.08%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                           | Bimbo Bakeries USA, Inc.                                                    | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219550.32    | 0.09%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                                              | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $514674.86    | 0.21%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                   | Boeing Co. (The)                                                            | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    720000 | PA      | $781339.36    | 0.31%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust      | Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class C       | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $55363.65     | 0.02%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust      | Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C       | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $272686.55    | 0.11%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust      | Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class A3      | CUSIP: 10805NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43459 | PA      | $43525.46     | 0.02%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust      | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class C       | CUSIP: 10807HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40515.35     | 0.02%             | 2031-03-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                   | Brixmor Operating Partnership LP                                            | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220834.94    | 0.09%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                              | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    605000 | PA      | $606662.59    | 0.24%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                              | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52297.57     | 0.02%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                           | Brookfield Finance, Inc.                                                    | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $110031.19    | 0.04%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                | Brown & Brown, Inc.                                                         | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148281.41    | 0.06%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                           | Bunge Ltd. Finance Corp.                                                    | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330187.34    | 0.13%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                           | Bunge Ltd. Finance Corp.                                                    | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50790.14     | 0.02%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                  | Cigna Group (The)                                                           | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264681.57    | 0.11%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                   | CVS Health Corp.                                                            | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $201801.01    | 0.08%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                               | Coterra Energy, Inc.                                                        | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219169.13    | 0.09%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                       | Cadence Design Systems, Inc.                                                | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39985.86     | 0.02%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                       | CaixaBank SA                                                                | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    620000 | PA      | $637018.89    | 0.26%             | 2036-07-03      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                       | Canadian Pacific Railway Co.                                                | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $55141.89     | 0.02%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                 | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569975.04    | 0.23%             | 2030-07-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                            | CarMax Auto Owner Trust, Series 2025-3, Class A3                            | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30258.68     | 0.01%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                     | Carvana Auto Receivables Trust, Series 2025-P3, Class A3                    | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35087.45     | 0.01%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC            | CenterPoint Energy Houston Electric LLC, Series AA                          | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188380.85    | 0.08%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                        | Cheniere Energy Partners LP                                                 | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20447.56     | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                              | Cheniere Energy, Inc.                                                       | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155607.00    | 0.06%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                             | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $816774.13    | 0.33%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                        | Citibank NA                                                                 | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1017212.41   | 0.41%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co. (The)          | Cleveland Electric Illuminating Co. (The)                                   | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $467172.45    | 0.19%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                 | CNO Global Funding                                                          | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196444.99    | 0.08%             | 2026-10-07      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                 | Columbia Pipelines Holding Co. LLC                                          | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $546074.38    | 0.22%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                      | Comcast Corp.                                                               | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    697000 | PA      | $687220.16    | 0.28%             | 2037-01-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                         | Constellation Brands, Inc.                                                  | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141122.16    | 0.06%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                               | Consumers Energy Co.                                                        | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90266.92     | 0.04%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                         | Corebridge Financial, Inc.                                                  | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89430.38     | 0.04%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                         | COPT Defense Properties LP                                                  | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130753.89    | 0.05%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                  | Credit Acceptance Auto Loan Trust, Series 2025-2A, Class A                  | CUSIP: 224940AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50261.29     | 0.02%             | 2035-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                 | Credit Agricole SA                                                          | CUSIP: 22535WAK3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $257368.51    | 0.10%             | 2030-01-10      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                 | Credit Agricole SA                                                          | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $255276.49    | 0.10%             | 2029-01-09      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                  | Credit Acceptance Auto Loan Trust, Series 2025-1A, Class C                  | CUSIP: 22536KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101461.00    | 0.04%             | 2035-07-16      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                  | Credit Acceptance Auto Loan Trust, Series 2024-2A, Class A                  | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508848.85    | 0.20%             | 2034-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    480000 | PA      | $477665.36    | 0.19%             | 2031-09-23      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                 | Crown Castle, Inc.                                                          | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169968.75    | 0.07%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co.                                                              | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216673.13    | 0.09%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                             | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    240000 | PA      | $249360.24    | 0.10%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC                             | Dell International LLC                                                      | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $113137.17    | 0.05%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                            | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    340000 | PA      | $312136.95    | 0.12%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                            | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    440000 | PA      | $432718.72    | 0.17%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                       | DNB Bank ASA                                                                | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $291314.25    | 0.12%             | 2028-03-30      | Variable      | 1.60%                 | 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        |    475000 | PA      | $476919.29    | 0.19%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                       | Drive Auto Receivables Trust, Series 2025-1, Class C                        | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17000 | PA      | $17214.78     | 0.01%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                       | Drive Auto Receivables Trust, Series 2025-2, Class C                        | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $19986.48     | 0.01%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                          | Duke Energy Carolinas LLC                                                   | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    425000 | PA      | $470976.12    | 0.19%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                      | Duquesne Light Holdings, Inc.                                               | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    350000 | PA      | $317955.04    | 0.13%             | 2030-10-01      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                            | Eni SpA                                                                     | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    260000 | PA      | $259953.10    | 0.10%             | 2029-05-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Edison International                               | Edison International                                                        | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385118.66    | 0.15%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc.                                                              | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $358118.02    | 0.14%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                 | Energy Transfer LP                                                          | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216106.06    | 0.09%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                 | Energy Transfer LP                                                          | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $341591.83    | 0.14%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                  | Enterprise Products Operating LLC                                           | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120111.92    | 0.05%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                      | Equinix, Inc.                                                               | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178214.09    | 0.07%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                 | Essex Portfolio LP                                                          | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    260000 | PA      | $226902.20    | 0.09%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                       | Evergy, Inc.                                                                | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190579.28    | 0.08%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2025-5A, Class C                | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25076.02     | 0.01%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2025-3A, Class C                | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27000 | PA      | $27418.12     | 0.01%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2025-4A, Class C                | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60159.52     | 0.02%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust, Series 2024-1A, Class C                | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $414296.02    | 0.17%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                | Expedia Group, Inc.                                                         | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $460354.76    | 0.18%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                             | Extra Space Storage LP                                                      | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271412.01    | 0.11%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                                                        | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10080.39     | 0.00%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                                                        | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134819.10    | 0.05%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                 | F&G Global Funding                                                          | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    360000 | PA      | $351497.04    | 0.14%             | 2027-04-11      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                        | CUSIP: 3132DNWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196594 | PA      | $183154.67    | 0.07%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                        | CUSIP: 3132DWB28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    283816 | PA      | $252209.93    | 0.10%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                        | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87400 | PA      | $87615.26     | 0.04%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | FHLMC Pool                                                                  | CUSIP: 3132XFDR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $944091.04    | 0.38%             | 2029-07-01      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | FHLMC Pool                                                                  | CUSIP: 3132XJN71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    625000 | PA      | $624027.53    | 0.25%             | 2033-12-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                        | CUSIP: 3133KNKT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104425 | PA      | $93441.88     | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS                                                                        | CUSIP: 3133KPUC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142868 | PA      | $141062.39    | 0.06%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC, Series 4995, Class QE                                                | CUSIP: 3137FUXT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    365223 | PA      | $286113.65    | 0.11%             | 2050-07-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA                                                                        | CUSIP: 3138LM2N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1340080.78   | 0.54%             | 2033-06-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA                                                                        | CUSIP: 3138LNBM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1549802 | PA      | $1512495.96   | 0.61%             | 2030-05-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA                                                                        | CUSIP: 3140LHHC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1691000 | PA      | $1665547.12   | 0.67%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA                                                                        | CUSIP: 3140NY7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205000 | PA      | $205292.09    | 0.08%             | 2032-08-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA                                                                        | CUSIP: 3140NYM32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $501252.21    | 0.20%             | 2032-06-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA                                                                        | CUSIP: 3140NYM81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397637 | PA      | $404262.13    | 0.16%             | 2032-06-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA                                                                        | CUSIP: 3140Q0MV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205000 | PA      | $203062.44    | 0.08%             | 2032-10-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA                                                                        | CUSIP: 3140Q1AV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1656000 | PA      | $1659106.46   | 0.66%             | 2030-11-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA                                                                        | CUSIP: 3140Q1S92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $508293.63    | 0.20%             | 2032-06-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                        | CUSIP: 3140QMYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40572 | PA      | $34647.68     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA                                                                        | CUSIP: 3140QQ4Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475492 | PA      | $475704.38    | 0.19%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                        | CUSIP: 3140QRVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196063 | PA      | $196789.34    | 0.08%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                        | CUSIP: 3140X72X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114454 | PA      | $106924.94    | 0.04%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                        | CUSIP: 3140XM5V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201966 | PA      | $199377.77    | 0.08%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                        | CUSIP: 31418D6E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121940 | PA      | $113566.61    | 0.05%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                        | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48347 | PA      | $46140.04     | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                          | Fells Point Funding Trust                                                   | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $380347.96    | 0.15%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                                         | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239559.06    | 0.10%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                                         | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98110.02     | 0.04%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                       | Fiserv, Inc.                                                                | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    360000 | PA      | $369399.22    | 0.15%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust II                      | Five Corners Funding Trust II                                               | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $112970.75    | 0.05%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Fortis, Inc.                                       | Fortis, Inc.                                                                | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $406612.28    | 0.16%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA                                                                        | CUSIP: 36179VTZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197425 | PA      | $188821.91    | 0.08%             | 2050-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA                                                                        | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    255809 | PA      | $230150.85    | 0.09%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA                                                                        | CUSIP: 3622ABUF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58757 | PA      | $52193.35     | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA                                                                        | CUSIP: 3622ADZ76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1122604 | PA      | $1070618.96   | 0.43%             | 2065-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                  | GLS Auto Receivables Issuer Trust, Series 2025-4A, Class C                  | CUSIP: 36273HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25100.89     | 0.01%             | 2031-08-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                          | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67386.68     | 0.03%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                          | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457129.76    | 0.18%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                  | Georgia Power Co.                                                           | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    455000 | PA      | $466827.15    | 0.19%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                               | Glencore Funding LLC                                                        | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    380000 | PA      | $348188.18    | 0.14%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                              | Global Payments, Inc.                                                       | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    665000 | PA      | $651011.69    | 0.26%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust              | GM Financial Automobile Leasing Trust, Series 2025-3, Class A3              | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100521.67    | 0.04%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2023-1, Class A4 | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142000 | PA      | $142828.36    | 0.06%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                             | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $399766.61    | 0.16%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                             | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    910000 | PA      | $829749.80    | 0.33%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                             | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    540000 | PA      | $538117.71    | 0.22%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Three LLC                       | Goodman US Finance Three LLC                                                | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $108863.97    | 0.04%             | 2028-03-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                | Graphic Packaging International LLC                                         | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138722.54    | 0.06%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                                   | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    415000 | PA      | $413592.81    | 0.17%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                                   | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288497.46    | 0.12%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                           | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $503801.12    | 0.20%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                           | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    980000 | PA      | $916035.03    | 0.37%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                    | Halliburton Co.                                                             | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113515.10    | 0.05%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                       | Hasbro, Inc.                                                                | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177022.31    | 0.07%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                  | Healthpeak OP LLC                                                           | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    280000 | PA      | $264437.10    | 0.11%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                    | Hertz Vehicle Financing III LLC, Series 2025-3A, Class A                    | CUSIP: 42806MDB2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101241.09    | 0.04%             | 2029-12-26      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                       | Hilton Grand Vacations Trust, Series 2025-3EXT, Class B                     | CUSIP: 43283DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110361.32    | 0.04%             | 2044-10-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                 | Honda Auto Receivables Owner Trust, Series 2025-3, Class A3                 | CUSIP: 43813QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100570.99    | 0.04%             | 2030-02-21      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                       | Humana, Inc.                                                                | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149564.93    | 0.06%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                        | Huntington Bancshares, Inc.                                                 | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    395000 | PA      | $406436.05    | 0.16%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                     | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    550000 | PA      | $533611.22    | 0.21%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                     | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95389.43     | 0.04%             | 2028-01-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV                                                                | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $258375.11    | 0.10%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                 | ITC Holdings Corp.                                                          | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132144.91    | 0.05%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                           | JBS USA Holding Lux Sarl                                                    | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $259120.22    | 0.10%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                            | KeyCorp                                                                     | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267023.60    | 0.11%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                   | Kilroy Realty LP                                                            | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    330000 | PA      | $270745.42    | 0.11%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                | Kinder Morgan, Inc.                                                         | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257252.83    | 0.10%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                   | Kroger Co. (The)                                                            | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150828.63    | 0.06%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LSEG Finance plc                                   | LSEG Finance plc                                                            | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $258275.24    | 0.10%             | 2028-04-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                        | L3Harris Technologies, Inc.                                                 | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189766.73    | 0.08%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                       | Leidos, Inc.                                                                | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206940.72    | 0.08%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                             | Lendmark Funding Trust, Series 2024-2A, Class A                             | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    607000 | PA      | $608273.12    | 0.24%             | 2034-02-21      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                    | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199682.61    | 0.08%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                     | M&T Bank Corp.                                                              | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210457.99    | 0.08%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                     | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140062.29    | 0.06%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                     | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100264.10    | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                     | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83356.20     | 0.03%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                               | Macquarie Group Ltd.                                                        | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    210000 | PA      | $213765.44    | 0.09%             | 2030-01-15      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                 | Macquarie Airfinance Holdings Ltd.                                          | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $492511.34    | 0.20%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                         | Mars, Inc.                                                                  | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133996.75    | 0.05%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology, Inc.                           | Marvell Technology, Inc.                                                    | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $314902.26    | 0.13%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                           | Marvell Technology, Inc.                                                    | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $32970.06     | 0.01%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                     | Mercedes-Benz Auto Lease Trust, Series 2025-A, Class A4                     | CUSIP: 58768YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $15262.51     | 0.01%             | 2031-02-18      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                          | Mid-America Apartments LP                                                   | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    210000 | PA      | $183941.16    | 0.07%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.               | Mitsubishi UFJ Financial Group, Inc.                                        | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $247345.72    | 0.10%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                            | Mitsui Fudosan Co. Ltd.                                                     | CUSIP: 60683MAA7<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199364.52    | 0.08%             | 2027-07-20      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                       | Mizuho Financial Group, Inc.                                                | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $610378.46    | 0.24%             | 2030-05-26      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                              | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $482546.69    | 0.19%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                              | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1329403.63   | 0.53%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                       | NBN Co. Ltd.                                                                | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    210000 | PA      | $192893.86    | 0.08%             | 2031-05-05      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| NMABS Issuer I LLC                                 | NMABS Issuer I LLC, Series 2025-1A, Class A                                 | CUSIP: 629174AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    559883 | PA      | $559198.42    | 0.22%             | 2055-11-22      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                    | NGPL PipeCo LLC                                                             | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128794.36    | 0.05%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                   | NRG Energy, Inc.                                                            | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231928.81    | 0.09%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                   | NRG Energy, Inc.                                                            | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4994.70      | 0.00%             | 2035-10-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| NXP BV                                             | NXP BV                                                                      | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $380091.78    | 0.15%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                     | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $260957.08    | 0.10%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                     | NNN REIT, Inc.                                                              | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261518.11    | 0.10%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                     | NNN REIT, Inc.                                                              | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50345.53     | 0.02%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                        | Nationwide Building Society                                                 | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $277358.49    | 0.11%             | 2029-07-29      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                           | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $390071.14    | 0.16%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                      | Ovintiv, Inc.                                                               | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130000.00    | 0.05%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.              | NextEra Energy Capital Holdings, Inc.                                       | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    725000 | PA      | $666741.09    | 0.27%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                         | Niagara Mohawk Power Corp.                                                  | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135619.33    | 0.05%             | 2030-06-27      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| NiSource, Inc.                                     | NiSource, Inc.                                                              | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174287.72    | 0.07%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                | Nissan Auto Receivables Owner Trust, Series 2025-A, Class A3                | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101308.29    | 0.04%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                              | Nomura Holdings, Inc.                                                       | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $212614.39    | 0.09%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                              | Nomura Holdings, Inc.                                                       | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $491174.00    | 0.20%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                             | Norinchukin Bank (The)                                                      | CUSIP: 656029AP0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201307.13    | 0.08%             | 2030-09-09      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                          | O'Reilly Automotive, Inc.                                                   | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238587.19    | 0.10%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                      | ONE Gas, Inc.                                                               | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64029.04     | 0.03%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                        | ONEOK, Inc.                                                                 | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271223.58    | 0.11%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269577.52    | 0.11%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229953.29    | 0.09%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96542.20     | 0.04%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                    | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126615.83    | 0.05%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                    | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    420000 | PA      | $434564.49    | 0.17%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                          | PPL Capital Funding, Inc.                                                   | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153614.77    | 0.06%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                       | Pacific Gas and Electric Co.                                                | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    590000 | PA      | $587465.28    | 0.24%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                       | Pacific Gas and Electric Co.                                                | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128508.15    | 0.05%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                 | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102853.76    | 0.04%             | 2028-05-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline LP                    | Plains All American Pipeline LP                                             | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $204011.26    | 0.08%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                        | Prologis LP                                                                 | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211772.19    | 0.08%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.              | Public Service Enterprise Group, Inc.                                       | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79767.08     | 0.03%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                 | Puget Energy, Inc.                                                          | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    280000 | PA      | $267929.84    | 0.11%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                              | Quanta Services, Inc.                                                       | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114489.94    | 0.05%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                              | Quanta Services, Inc.                                                       | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25053.51     | 0.01%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                            | Quest Diagnostics, Inc.                                                     | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160829.88    | 0.06%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RPM International, Inc.                            | RPM International, Inc.                                                     | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117830.56    | 0.05%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                           | Cooperatieve Rabobank UA                                                    | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $308711.35    | 0.12%             | 2029-02-28      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                          | RTX Corp.                                                                   | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    640000 | PA      | $669394.88    | 0.27%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                | Realty Income Corp.                                                         | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180177.82    | 0.07%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                 | Regency Centers LP                                                          | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95900.17     | 0.04%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                 | Regency Centers LP                                                          | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107896.93    | 0.04%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                    | Regeneron Pharmaceuticals, Inc.                                             | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124896.41    | 0.05%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                           | Roper Technologies, Inc.                                                    | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179606.97    | 0.07%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                        | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $278622.70    | 0.11%             | 2031-11-03      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                          | SCF Equipment Leasing LLC, Series 2024-1A, Class B                          | CUSIP: 783896AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103060.49    | 0.04%             | 2032-04-20      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                           | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $175374.56    | 0.07%             | 2036-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust          | SFS Auto Receivables Securitization Trust, Series 2024-1A, Class A4         | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $121855.61    | 0.05%             | 2031-01-21      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust          | SFS Auto Receivables Securitization Trust, Series 2024-1A, Class B          | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | PA      | $546327.66    | 0.22%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                       | Sabine Pass Liquefaction LLC                                                | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170688.23    | 0.07%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                    | Santander UK Group Holdings plc                                             | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $449252.74    | 0.18%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2024-2, Class C              | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $510858.40    | 0.20%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2024-3, Class C              | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    456000 | PA      | $464789.35    | 0.19%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2024-4, Class A3             | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76432 | PA      | $76627.73     | 0.03%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2024-4, Class C              | CUSIP: 802919AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $555779.62    | 0.22%             | 2030-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2025-4, Class C              | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000 | PA      | $5011.08      | 0.00%             | 2032-01-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                        | Schlumberger Holdings Corp.                                                 | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159650.48    | 0.06%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                             | Sempra                                                                      | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    365000 | PA      | $359236.96    | 0.14%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                             | Shell Finance US, Inc.                                                      | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49926.06     | 0.02%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                     | Smurfit Westrock Financing DAC                                              | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205929.41    | 0.08%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                         | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1187202.16   | 0.48%             | 2027-06-09      | Variable      | 1.79%                 | Yes           |                  2 | On Loan: No      |
| Sonoco Products Co.                                | Sonoco Products Co.                                                         | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237743.49    | 0.10%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                     | Southern California Edison Co.                                              | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430895.64    | 0.17%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                    | Southwestern Electric Power Co., Series M                                   | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399719.67    | 0.16%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                      | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $224246.50    | 0.09%             | 2036-08-12      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                               | Steel Dynamics, Inc.                                                        | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96048.93     | 0.04%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                        | Stellantis Finance US, Inc.                                                 | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175357.98    | 0.07%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Stream Innovations Issuer Trust                    | Stream Innovations Issuer Trust, Series 2025-1A, Class A                    | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77894 | PA      | $78653.49     | 0.03%             | 2045-09-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                       | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    810000 | PA      | $765018.76    | 0.31%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                     | Synopsys, Inc.                                                              | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203269.10    | 0.08%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc.                                                          | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    360000 | PA      | $354014.97    | 0.14%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc.                                                          | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193522.45    | 0.08%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                | Take-Two Interactive Software, Inc.                                         | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219175.73    | 0.09%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                     | Takeda Pharmaceutical Co. Ltd.                                              | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $182744.48    | 0.07%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                  | Time Warner Cable Enterprises LLC                                           | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $467343.80    | 0.19%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                           | Toyota Lease Owner Trust, Series 2025-B, Class A3                           | CUSIP: 89240NAD4<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45110.86     | 0.02%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                      | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    575000 | PA      | $595315.99    | 0.24%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                          | UDR, Inc.                                                                   | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153730.62    | 0.06%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                          | UDR, Inc.                                                                   | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85438.61     | 0.03%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                            | Uber Technologies, Inc.                                                     | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189945.00    | 0.08%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                            | Uber Technologies, Inc.                                                     | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9947.19      | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Mexican States                              | United Mexican States                                                       | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $209600.00    | 0.08%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                         | US Bancorp                                                                  | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93211.78     | 0.04%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                         | US Bancorp                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105590.31    | 0.04%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Inflation Linked Notes                                        | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9364077 | PA      | $9254724.32   | 3.70%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Inflation Linked Notes                                        | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36267557 | PA      | $36119307.49  | 14.46%            | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Inflation Linked Notes                                        | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26777978 | PA      | $27574733.03  | 11.04%            | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Inflation Linked Notes                                        | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32956227 | PA      | $33117796.55  | 13.26%            | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Inflation Linked Notes                                        | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27307828 | PA      | $27234712.28  | 10.90%            | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                       | Verizon Communications, Inc.                                                | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118148.67    | 0.05%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                       | Verizon Communications, Inc.                                                | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109156.58    | 0.04%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                    | Virginia Electric and Power Co.                                             | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152619.25    | 0.06%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                          | Vistra Operations Co. LLC                                                   | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196110.78    | 0.08%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                        | Volkswagen Auto Lease Trust, Series 2025-B, Class A3                        | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50195.73     | 0.02%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                     | WP Carey, Inc.                                                              | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    580000 | PA      | $522734.18    | 0.21%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                | OIS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1900000 | PA      | $-5563.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    370000 | PA      | $-3096.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | CDI                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  32230000 | PA      | $-60712.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    305000 | PA      | $-3293.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    465000 | PA      | $-3705.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    520000 | PA      | $-2374.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    405000 | PA      | $-2238.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1675000 | PA      | $-8513.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    250000 | PA      | $-1655.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    345000 | PA      | $-2145.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    690000 | PA      | $-4705.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    810000 | PA      | $-4378.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    570000 | PA      | $-3847.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  24350000 | PA      | $-122733.12   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  41980000 | PA      | $-231067.76   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  16355000 | PA      | $-80279.87    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   9105000 | PA      | $-34085.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  11260000 | PA      | $-38380.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2045000 | PA      | $-3519.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4355000 | PA      | $2434.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3775000 | PA      | $-15228.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2278000 | PA      | $-8396.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2277000 | PA      | $-6366.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | USCPI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    880000 | PA      | $-4069.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                           | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    440000 | PA      | $418568.92    | 0.17%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                           | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125809.61    | 0.05%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                           | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1009252.89   | 0.40%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                   | Welltower OP LLC                                                            | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    270000 | PA      | $245628.83    | 0.10%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                     | Westlake Corp.                                                              | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119546.50    | 0.05%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                          | Williams Cos., Inc. (The)                                                   | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176796.79    | 0.07%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                       | Zimmer Biomet Holdings, Inc.                                                | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176299.28    | 0.07%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | U.S. Treasury 5 Year Note                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -85 | NC      | $31767.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | U.S. Treasury 2 Year Note                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -32 | NC      | $1657.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | U.S. Treasury 10 Year Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       392 | NC      | $-257799.10   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | U.S. Treasury Long Bond                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        15 | NC      | $-16900.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | U.S. Treasury 10 Year Ultra Note                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $2127.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | U.S. Treasury Ultra Bond                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -35 | NC      | $71281.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Nationwide Variable Insurance Trust

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer