# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0002071691-26-014259
**Filing Date:** 2026-6
**Character Count:** 231370
**Document Hash:** 8ff81c08c5b8519fb85eaabcbca80d6a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014259.hdr.sgml**: 20260623

**ACCESSION NUMBER**: 0002071691-26-014259

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260623

**DATE AS OF CHANGE**: 20260623

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08495
- **FILM NUMBER:** 261112234

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

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

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

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

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

## Series and Classes Contracts Data

### Nationwide Loomis Short Term Bond Fund (Series ID: S000041095)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $165407325.23

**Total Liabilities:** $20931398.75

**Net Assets:** $144475926.48

**Cash Not Reported:** $1803242.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 474.29034700 | **1-Year:** 9440.96041900 | **5-Year:** 11417.96844800 | **10-Year:** 892.21635300 | **30-Year:** 0.00000000

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

- **3-Month:** 4.79951300 | **1-Year:** 427.28426400 | **5-Year:** 1122.64214100 | **10-Year:** 154.08961700 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000127585 | 0.38%                | -0.58%               | 0.41%                |
| Class ID C000127587 | 0.41%                | -0.55%               | 0.44%                |
| Class ID C000127588 | 0.40%                | -0.56%               | 0.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $67944.85                | $133558.90                                 |
| Month 2  | $-82571.94               | $-1343921.50                               |
| Month 3  | $-60956.08               | $186933.61                                 |

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO Bank NV                                       | ABN AMRO Bank NV                                                                 | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201375.77    | 0.14%             | 2027-09-18      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| ACHV ABS TRUST                                         | ACHV ABS TRUST, Series 2024-1PL, Class A                                         | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6801 | PA      | $6820.30      | 0.00%             | 2031-04-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| ACHV ABS TRUST                                         | ACHV ABS TRUST, Series 2024-2PL, Class A                                         | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15989 | PA      | $16041.38     | 0.01%             | 2031-10-27      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                              | Corebridge Global Funding                                                        | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    505000 | PA      | $502001.41    | 0.35%             | 2028-08-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                             | ANZ New Zealand International Ltd.                                               | CUSIP: 00182EBV0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    473000 | PA      | $468813.94    | 0.32%             | 2029-01-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                  | ARI Fleet Lease Trust, Series 2024-A, Class A2                                   | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27484 | PA      | $27590.71     | 0.02%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                             | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    495000 | PA      | $497888.61    | 0.34%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                         | Aircastle Ltd.                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    315000 | PA      | $305512.10    | 0.21%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| ALA Trust                                              | ALA Trust, Series 2025-OANA, Class A                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $60225.00     | 0.04%             | 2040-06-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                            | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $213200.33    | 0.15%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Alimentation Couche-Tard, Inc.                         | Alimentation Couche-Tard, Inc.                                                   | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $238473.17    | 0.17%             | 2028-09-29      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                             | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251704.75    | 0.17%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial, Inc.                                   | Ally Financial, Inc.                                                             | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113705.43    | 0.08%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: —       |
| Ally Auto Receivables Trust                            | Ally Auto Receivables Trust, Series 2025-1, Class A3                             | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $119797.55    | 0.08%             | 2030-03-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                            | Ally Auto Receivables Trust, Series 2026-1, Class A3                             | CUSIP: 02008PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $139090.21    | 0.10%             | 2030-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                       | Amazon.com, Inc.                                                                 | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    370000 | PA      | $366378.74    | 0.25%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                    | Amcor Flexibles North America, Inc.                                              | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135793.17    | 0.09%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                           | Ameren Corp.                                                                     | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282073.41    | 0.20%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust, Series 2024-1, Class A3                | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218271 | PA      | $219507.69    | 0.15%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2025-2, Class C             | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $80485.82     | 0.06%             | 2031-04-14      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2026-2, Class C             | CUSIP: 02528FAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $169515.31    | 0.12%             | 2032-05-10      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2023-3, Class C             | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42271 | PA      | $42356.43     | 0.03%             | 2029-10-12      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2026-1, Class C             | CUSIP: 02531FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $164123.04    | 0.11%             | 2033-01-12      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                   | American Express Co.                                                             | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    412000 | PA      | $411213.99    | 0.28%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                   | American Express Co.                                                             | CUSIP: 025816ET2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    720000 | PA      | $718619.67    | 0.50%             | 2030-05-03      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                           | American Honda Finance Corp.                                                     | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    499000 | PA      | $493213.28    | 0.34%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| American National Global Funding                       | American National Global Funding                                                 | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $338342.17    | 0.23%             | 2030-06-03      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| American National Global Funding                       | American National Global Funding                                                 | CUSIP: 02771D2D5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $98350.05     | 0.07%             | 2028-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust, Series 2026-1, Class A3                | CUSIP: 03066CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $548008.89    | 0.38%             | 2032-11-18      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust, Series 2021-3, Class C                 | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35361 | PA      | $35282.85     | 0.02%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                          | Cencora, Inc.                                                                    | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    740000 | PA      | $727404.89    | 0.50%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Antares Holdings LP                                    | Antares Holdings LP                                                              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    390000 | PA      | $379838.61    | 0.26%             | 2027-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                            | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    338000 | PA      | $335147.55    | 0.23%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                              | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76289.22     | 0.05%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Apollo Debt Solutions BDC                              | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66840.96     | 0.05%             | 2031-01-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Trust                                     | Aqua Finance Trust, Series 2021-A, Class A                                       | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53812 | PA      | $49299.65     | 0.03%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| Ares Strategic Income Fund                             | Ares Strategic Income Fund                                                       | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    142000 | PA      | $142100.42    | 0.10%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                  | Athene Global Funding                                                            | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    388000 | PA      | $387037.73    | 0.27%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                         | Atlas Warehouse Lending Co. LP                                                   | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507347.65    | 0.35%             | 2028-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                       | AutoNation, Inc.                                                                 | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $144804.90    | 0.10%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust                               | AutoNation Finance Trust, Series 2025-1A, Class A2                               | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41899 | PA      | $41942.63     | 0.03%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust                               | AutoNation Finance Trust, Series 2026-1A, Class A3                               | CUSIP: 05330WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $134518.31    | 0.09%             | 2030-08-12      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                              | Auxilior Term Funding LLC, Series 2023-1A, Class A2                              | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6117 | PA      | $6125.41      | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                             | Aviation Capital Group LLC                                                       | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84783.30     | 0.06%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2025-1A, Class A                | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100509.54    | 0.07%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2026-1A, Class A                | CUSIP: 05377RLL6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $232608.52    | 0.16%             | 2030-08-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    195000 | PA      | $195697.52    | 0.14%             | 2028-01-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                     | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    209000 | PA      | $205211.05    | 0.14%             | 2029-04-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                         | BFLD Commercial Mortgage Trust, Series 2025-660F, Class A                        | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $225140.63    | 0.16%             | 2042-11-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BPR Trust                                              | BPR Trust, Series 2021-NRD, Class A                                              | CUSIP: 05592CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $348234.46    | 0.24%             | 2038-12-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                | BMW Vehicle Owner Trust, Series 2023-A, Class A3                                 | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35738 | PA      | $35906.68     | 0.02%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                        | BofA Auto Trust, Series 2025-1A, Class A3                                        | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $80189.15     | 0.06%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                | BMW Vehicle Lease Trust, Series 2025-2, Class A3                                 | CUSIP: 05594HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $349576.75    | 0.24%             | 2028-09-25      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2025-DELC, Class A                                              | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100093.75    | 0.07%             | 2042-12-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BPR Trust                                              | BPR Trust, Series 2022-SSP, Class A                                              | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $299343.75    | 0.21%             | 2039-05-15      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2024-VLT4, Class A                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95950 | PA      | $95650.16     | 0.07%             | 2041-06-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Bacardi-Martini BV                                     | Bacardi-Martini BV                                                               | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $284799.74    | 0.20%             | 2030-02-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                   | Bain Capital Specialty Finance, Inc.                                             | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88222.47     | 0.06%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                   | Bain Capital Specialty Finance, Inc.                                             | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121057.52    | 0.08%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                     | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $197672.74    | 0.14%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                               | CUSIP: 05971KAV1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $597266.75    | 0.41%             | 2031-04-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                            | CUSIP: 06051GMY2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    725000 | PA      | $722853.32    | 0.50%             | 2030-04-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2023-5YR3, Class A3                                                | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $182259.81    | 0.13%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2023-5YR4, Class A3                                                | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60593 | PA      | $62805.42     | 0.04%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                 | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $95802.68     | 0.07%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                    | Bank of New York Mellon Corp. (The)                                              | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    638000 | PA      | $631349.69    | 0.44%             | 2030-01-22      | Variable      | 4.03%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon Corp. (The)                    | Bank of New York Mellon Corp. (The)                                              | CUSIP: 06406RCL9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249043.15    | 0.17%             | 2032-04-23      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                  | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    580000 | PA      | $587013.98    | 0.41%             | 2028-02-16      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                     | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    524000 | PA      | $512917.89    | 0.36%             | 2032-02-24      | Variable      | 4.52%                 | No            |                  2 | On Loan: —       |
| Barings BDC, Inc.                                      | Barings BDC, Inc.                                                                | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    203000 | PA      | $199072.59    | 0.14%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                             | Baxter International, Inc.                                                       | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    365000 | PA      | $361230.25    | 0.25%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2023-V2, Class A3                               | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $326459.84    | 0.23%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                               | BHG Securitization Trust, Series 2023-B, Class A                                 | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82575 | PA      | $85608.82     | 0.06%             | 2036-12-17      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| BHG Securitization Trust                               | BHG Securitization Trust, Series 2024-1CON, Class A                              | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34889 | PA      | $35410.14     | 0.02%             | 2035-04-17      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                         | Blackstone Private Credit Fund                                                   | CUSIP: 09261HCC9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74745.91     | 0.05%             | 2031-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                           | Blue Owl Credit Income Corp.                                                     | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5014.71      | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bluepeak ABS Issuer LLC                                | Bluepeak ABS Issuer LLC, Series 2025-1A, Class A2                                | CUSIP: 09631QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $242681.04    | 0.17%             | 2055-12-20      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                   | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    683000 | PA      | $684982.81    | 0.47%             | 2029-05-09      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                | BMW Vehicle Lease Trust, Series 2025-1, Class A3                                 | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85297.13     | 0.06%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                 | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $204516.32    | 0.14%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class A3           | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35095.89     | 0.02%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class A3           | CUSIP: 107927AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $139720.84    | 0.10%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2024-2, Class A3           | CUSIP: 10805MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3430 | PA      | $3432.99      | 0.00%             | 2028-06-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class B            | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42386 | PA      | $42484.07     | 0.03%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class A3           | CUSIP: 10807HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45118.27     | 0.03%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2026-2, Class A3           | CUSIP: 10807VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $54984.89     | 0.04%             | 2030-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                   | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196026.47    | 0.14%             | 2027-04-09      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                       | Brookfield Asset Management Ltd.                                                 | CUSIP: 113004AE5<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $228071.11    | 0.16%             | 2031-04-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                    | Brown & Brown, Inc.                                                              | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225673.67    | 0.16%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| BX Trust                                               | BX Trust, Series 2025-VLT7, Class A                                              | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199750.00    | 0.14%             | 2044-07-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust                                  | CCG Receivables Trust, Series 2023-1, Class A2                                   | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12673 | PA      | $12697.00     | 0.01%             | 2030-09-16      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                        | CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A3                        | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $338258.66    | 0.23%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CGI, Inc.                                              | CGI, Inc.                                                                        | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200461.69    | 0.14%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| CNH Industrial Capital LLC                             | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345257.64    | 0.24%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                             | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165803.95    | 0.11%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSMC OA LLC                                            | CSMC OA LLC, Series 2014-USA, Class A2                                           | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    395000 | PA      | $367787.27    | 0.25%             | 2037-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| CVR Energy, Inc.                                       | CVR Energy, Inc.                                                                 | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    158000 | PA      | $160010.23    | 0.11%             | 2031-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                     | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    512000 | PA      | $512427.83    | 0.35%             | 2029-07-03      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                  | Camden Property Trust                                                            | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    103000 | PA      | $100117.75    | 0.07%             | 2036-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Campbell's Co. (The)                                   | Campbell's Co. (The)                                                             | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    221000 | PA      | $214482.95    | 0.15%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $288333.43    | 0.20%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    184000 | PA      | $185327.68    | 0.13%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $51620.02     | 0.04%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: —       |
| Canadian Pacific Railway Co.                           | Canadian Pacific Railway Co.                                                     | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    162000 | PA      | $160176.34    | 0.11%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                   | Cantor Fitzgerald LP                                                             | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172251.13    | 0.12%             | 2028-12-12      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: —       |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                      | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101266.86    | 0.07%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                      | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    216000 | PA      | $213436.77    | 0.15%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: —       |
| Capital Power US Holdings, Inc.                        | Capital Power US Holdings, Inc.                                                  | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45315.63     | 0.03%             | 2028-06-01      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2024-P4, Class A3                         | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70203 | PA      | $70446.46     | 0.05%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                | CarMax Auto Owner Trust, Series 2023-2, Class A3                                 | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147590 | PA      | $148020.46    | 0.10%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                        | CarMax Select Receivables Trust, Series 2026-A, Class A2A                        | CUSIP: 142929AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $164831.98    | 0.11%             | 2029-12-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust, Series 2026-2, Class A3                                 | CUSIP: 142935AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $179966.68    | 0.12%             | 2031-06-16      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                        | CarMax Select Receivables Trust, Series 2025-A, Class A3                         | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $236580.85    | 0.16%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                | CarMax Auto Owner Trust, Series 2025-2, Class A2A                                | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77420 | PA      | $77587.90     | 0.05%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                | CarMax Auto Owner Trust, Series 2025-4, Class A2A                                | CUSIP: 14320HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99933.43     | 0.07%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    354000 | PA      | $359134.42    | 0.25%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2025-P3, Class A3                         | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $119527.62    | 0.08%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2024-P2, Class A3                         | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104224 | PA      | $104877.39    | 0.07%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2025-P2, Class A3                         | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135441.69    | 0.09%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                   | Caterpillar Financial Services Corp.                                             | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258949.11    | 0.18%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                             | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $170418.82    | 0.12%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Chase Auto Owner Trust                                 | Chase Auto Owner Trust, Series 2024-3A, Class A3                                 | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251997 | PA      | $254148.48    | 0.18%             | 2029-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                 | Chase Auto Owner Trust, Series 2024-5A, Class A3                                 | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135338 | PA      | $135411.43    | 0.09%             | 2029-08-27      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC, Series 2023-1A, Class A1                              | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     73222 | PA      | $73266.01     | 0.05%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC, Series 2024-1A, Class A1                              | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     65888 | PA      | $66622.26     | 0.05%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    480000 | PA      | $480835.09    | 0.33%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                    | Citibank Credit Card Issuance Trust, Series 2025-A1, Class A                     | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $416122.62    | 0.29%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                        | Citizens Auto Receivables Trust, Series 2024-1, Class A3                         | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57302 | PA      | $57517.79     | 0.04%             | 2028-04-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                     | CNO Global Funding                                                               | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136730.42    | 0.09%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| CNO Global Funding                                     | CNO Global Funding                                                               | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237849.12    | 0.16%             | 2028-09-08      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                   | Conagra Brands, Inc.                                                             | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331134.21    | 0.23%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Core Scientific Finance I LLC                          | Core Scientific Finance I LLC                                                    | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $239401.01    | 0.17%             | 2031-05-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Cousins Properties LP                                  | Cousins Properties LP                                                            | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120967.61    | 0.08%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2025-2A, Class B                       | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65144.08     | 0.05%             | 2036-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2024-3A, Class A                       | CUSIP: 22535LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $240424.42    | 0.17%             | 2034-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2026-1A, Class A                       | CUSIP: 22535XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100010.32    | 0.07%             | 2036-04-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2025-1A, Class A                       | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140730.31    | 0.10%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2023-2A, Class B                       | CUSIP: 22537EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87992 | PA      | $88209.88     | 0.06%             | 2033-07-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Crockett Partners Equipment Co. IIA LLC                | Crockett Partners Equipment Co. IIA LLC, Series 2024-1C, Class A                 | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155978 | PA      | $157610.99    | 0.11%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                     | CyrusOne Data Centers Issuer I LLC, Series 2025-1A, Class A2                     | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105492.99    | 0.07%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| DLLMT LLC                                              | DLLMT LLC, Series 2023-1A, Class A3                                              | CUSIP: 232989AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147410 | PA      | $147722.50    | 0.10%             | 2027-03-22      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                         | DTE Energy Co.                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    308000 | PA      | $309900.74    | 0.21%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                           | DNB Bank ASA                                                                     | CUSIP: 23341CAH6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    481000 | PA      | $480312.37    | 0.33%             | 2032-03-30      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                               | Darden Restaurants, Inc.                                                         | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    367000 | PA      | $366447.10    | 0.25%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                           | DC Commercial Mortgage Trust, Series 2023-DC, Class A                            | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $142967.22    | 0.10%             | 2040-09-12      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC                                 | Dell International LLC                                                           | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    473000 | PA      | $475806.03    | 0.33%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Depository Trust Co. (The)                             | Depository Trust Co. (The)                                                       | CUSIP: 249672AC0<br>LEI: 549300HBJLRO8YFMI370 | Long             | DBT              | CORP              | US        |    328000 | PA      | $327827.11    | 0.23%             | 2029-03-27      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                 | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    518000 | PA      | $523781.05    | 0.36%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                  | Dominion Energy, Inc.                                                            | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    398000 | PA      | $399321.04    | 0.28%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CF SECURED LLC                                         | Treasury Repurchase Agreement                                                    | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |   9035432 | PA      | $9035431.50   | 6.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MAREX CAPITAL MARKETS INC                              | Treasury Repurchase Agreement                                                    | CUSIP: N/A<br>LEI: 5493006BWPDUCYG6EQ34       | Long             | RA               | CORP              | US        |   6000000 | PA      | $6000000.00   | 4.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER US CAPITAL MARKETS LLC                       | Treasury Repurchase Agreement                                                    | CUSIP: N/A<br>LEI: 549300LGG2RLWD21SU97       | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER US CAPITAL MARKETS LLC                       | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: 549300LGG2RLWD21SU97       | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust, Series 2024-2, Class B                             | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135259.97    | 0.09%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                                | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    295000 | PA      | $296361.99    | 0.21%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                        | EMD Finance LLC                                                                  | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    533000 | PA      | $529766.30    | 0.37%             | 2028-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                   | ERAC USA Finance LLC                                                             | CUSIP: 26884TBA9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    725000 | PA      | $723370.64    | 0.50%             | 2031-04-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| EPR Properties                                         | EPR Properties                                                                   | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    219000 | PA      | $215218.21    | 0.15%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                   | Eastman Chemical Co.                                                             | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121245.09    | 0.08%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                   | Eastman Chemical Co.                                                             | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    344000 | PA      | $337858.59    | 0.23%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                             | eBay, Inc.                                                                       | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119496.83    | 0.08%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                         | Element Fleet Management Corp.                                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    518000 | PA      | $523094.42    | 0.36%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Enact Holdings, Inc.                                   | Enact Holdings, Inc.                                                             | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289286.20    | 0.20%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                   | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250729.50    | 0.17%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing LLC, Series 2025-4, Class A2                          | CUSIP: 29373NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $74944.04     | 0.05%             | 2028-08-20      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing LLC, Series 2024-1, Class A2                          | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80313 | PA      | $80737.09     | 0.06%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing LLC, Series 2024-2, Class A3                          | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $166634.94    | 0.12%             | 2028-04-20      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing LLC, Series 2025-3, Class A2                          | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110258 | PA      | $110556.70    | 0.08%             | 2028-04-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing LLC, Series 2025-1, Class A2                          | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39165 | PA      | $39273.01     | 0.03%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Equitable America Global Funding                       | Equitable America Global Funding                                                 | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    525000 | PA      | $525387.92    | 0.36%             | 2028-06-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Essent Group Ltd.                                      | Essent Group Ltd.                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    135000 | PA      | $139661.64    | 0.10%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                              | Essential Utilities, Inc.                                                        | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301098.59    | 0.21%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                           | Evergy, Inc.                                                                     | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317427.13    | 0.22%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2024-4A, Class C                     | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65624.59     | 0.05%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2026-2A, Class A3                    | CUSIP: 30166WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130368.07    | 0.09%             | 2030-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2025-4A, Class A3                    | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35064.72     | 0.02%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2025-2A, Class A3                    | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142239 | PA      | $142452.39    | 0.10%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust             | Exeter Select Automobile Receivables Trust, Series 2025-1, Class A2              | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14753 | PA      | $14775.27     | 0.01%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                 | Extra Space Storage LP                                                           | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    127000 | PA      | $129584.76    | 0.09%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                            | Extended Stay America Trust, Series 2026-ESH2, Class A                           | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126938 | PA      | $127056.70    | 0.09%             | 2043-02-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                   | FS KKR Capital Corp.                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    143000 | PA      | $138566.65    | 0.10%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                   | Meta Platforms, Inc.                                                             | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    366000 | PA      | $361722.03    | 0.25%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                     | F&G Global Funding                                                               | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74039.52     | 0.05%             | 2028-09-08      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                     | F&G Global Funding                                                               | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    338000 | PA      | $331414.99    | 0.23%             | 2029-01-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                            | CUSIP: 31283H4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9448 | PA      | $9651.04      | 0.01%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                            | CUSIP: 3128M6EP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13260 | PA      | $13914.53     | 0.01%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                            | CUSIP: 3128Q0GE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11999 | PA      | $11927.79     | 0.01%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                            | CUSIP: 31292GZM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1358 | PA      | $1387.17      | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                            | CUSIP: 31292HSF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14331 | PA      | $14776.55     | 0.01%             | 2032-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                            | CUSIP: 31300LC45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48489 | PA      | $49496.09     | 0.03%             | 2034-12-01      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                            | CUSIP: 31336CLR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11906 | PA      | $12193.40     | 0.01%             | 2034-01-01      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31368HKU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       124 | PA      | $127.86       | 0.00%             | 2030-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, Series 2012-93, Class DP                                                   | CUSIP: 3136A8LW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9517 | PA      | $9384.76      | 0.01%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, Series 2012-100, Class WA                                                  | CUSIP: 3136A8PX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13640 | PA      | $13439.05     | 0.01%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31371JSD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        74 | PA      | $77.12        | 0.00%             | 2030-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Series 3721, Class PE                                                     | CUSIP: 3137GAD79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25501 | PA      | $24900.70     | 0.02%             | 2040-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC Multifamily Structured Pass-Through Certificates, Series K531, Class AS    | CUSIP: 3137HHUP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    619093 | PA      | $617987.26    | 0.43%             | 2029-09-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21319 | PA      | $21708.41     | 0.02%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31406J2E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22959 | PA      | $23675.96     | 0.02%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA                                                                             | CUSIP: 31406NYU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14011 | PA      | $14538.52     | 0.01%             | 2035-01-01      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31417BRU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19415 | PA      | $19296.62     | 0.01%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                        | Fedex Freight Holding Co., Inc.                                                  | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    735000 | PA      | $726144.96    | 0.50%             | 2029-03-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.           | Fidelity National Information Services, Inc.                                     | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    517000 | PA      | $514981.05    | 0.36%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                    | Fifth Third Bank NA                                                              | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501481.98    | 0.35%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust                                 | Fifth Third Auto Trust, Series 2023-1, Class A3                                  | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176157 | PA      | $177284.11    | 0.12%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                       | First Investors Auto Owner Trust, Series 2022-1A, Class C                        | CUSIP: 32057KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8306 | PA      | $8302.95      | 0.01%             | 2028-05-15      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                       | First Investors Auto Owner Trust, Series 2026-1A, Class A3                       | CUSIP: 32059JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199887.26    | 0.14%             | 2031-05-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                       | First Investors Auto Owner Trust, Series 2025-1A, Class C                        | CUSIP: 32059WAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $114918.88    | 0.08%             | 2031-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Flex Ltd.                                              | Flex Ltd.                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    180000 | PA      | $183973.79    | 0.13%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust, Series 2026-A, Class A3                            | CUSIP: 345276AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $184300.92    | 0.13%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust, Series 2025-A, Class A3                            | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $145605.53    | 0.10%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                               | Fortitude Global Funding                                                         | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    157000 | PA      | $155475.18    | 0.11%             | 2028-10-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                | GA Global Funding Trust                                                          | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348055.30    | 0.24%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: —       |
| GATX Corp.                                             | GATX Corp.                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241850.32    | 0.17%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GECU Auto Receivables Trust                            | GECU Auto Receivables Trust, Series 2023-1A, Class A3                            | CUSIP: 36169EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93683 | PA      | $93933.08     | 0.07%             | 2028-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                     | GS Mortgage Securities Corp. Trust, Series 2012-BWTR, Class A                    | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251694 | PA      | $220754.39    | 0.15%             | 2034-11-05      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                     | GS Mortgage Securities Corp. Trust, Series 2013-PEMB, Class A                    | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $79501.00     | 0.06%             | 2033-03-05      | Variable      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA                                                                             | CUSIP: 36202FUD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       213 | PA      | $212.93       | 0.00%             | 2026-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                       | GE HealthCare Technologies, Inc.                                                 | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36760.19     | 0.03%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2024-4A, Class A3                      | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27050 | PA      | $27076.57     | 0.02%             | 2028-07-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2024-4A, Class A2                      | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49358 | PA      | $49445.01     | 0.03%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2025-1A, Class A2                      | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92669 | PA      | $92982.76     | 0.06%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust, Series 2025-1, Class A3                   | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $185827.28    | 0.13%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2025-3A, Class A2                      | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61420 | PA      | $61447.85     | 0.04%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust               | GLS Auto Select Receivables Issuer Trust, Series 2025-4A, Class A2               | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92848 | PA      | $92655.24     | 0.06%             | 2031-02-18      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2026-1A, Class A3                      | CUSIP: 36274AAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $74701.16     | 0.05%             | 2029-11-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Gabx Leasing LLC                                       | Gabx Leasing LLC                                                                 | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |    518000 | PA      | $511343.68    | 0.35%             | 2031-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust, Series 2026-1, Class A2A     | CUSIP: 362970AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $94738.23     | 0.07%             | 2029-03-16      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                          | Gartner, Inc.                                                                    | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    542000 | PA      | $527640.68    | 0.37%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| General Mills, Inc.                                    | General Mills, Inc.                                                              | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155608.56    | 0.11%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                               | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    128000 | PA      | $129121.24    | 0.09%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                               | CUSIP: 37045XFQ4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245546.03    | 0.17%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Georgia-Pacific LLC                                    | Georgia-Pacific LLC                                                              | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    323000 | PA      | $323303.55    | 0.22%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: —       |
| Georgia Power Co.                                      | Georgia Power Co.                                                                | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    390000 | PA      | $387575.42    | 0.27%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                            | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    534000 | PA      | $529807.21    | 0.37%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2024-3A, Class B                       | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135462.55    | 0.09%             | 2029-01-16      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2025-2A, Class C                       | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50325.50     | 0.03%             | 2031-01-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2024-3A, Class A2                      | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112029 | PA      | $112920.82    | 0.08%             | 2029-10-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2025-3A, Class A2                      | CUSIP: 37989YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42162 | PA      | $42214.53     | 0.03%             | 2028-07-17      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2024-2A, Class A2                      | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31970 | PA      | $32226.49     | 0.02%             | 2030-06-17      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust, Series 2025-3, Class A2A                  | CUSIP: 379965AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38885 | PA      | $38917.53     | 0.03%             | 2027-10-20      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust, Series 2024-3, Class A3                   | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103828 | PA      | $103893.62    | 0.07%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289316.43    | 0.20%             | 2034-04-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    733000 | PA      | $727484.37    | 0.50%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | Goldman Sachs Bank USA                                                           | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    308000 | PA      | $308157.39    | 0.21%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                     | Goldman Sachs Private Credit Corp.                                               | CUSIP: 38152BAQ4<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96183.66     | 0.07%             | 2031-06-16      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                | Golub Capital BDC, Inc.                                                          | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22791.57     | 0.02%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                | Golub Capital BDC, Inc.                                                          | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    188000 | PA      | $193379.66    | 0.13%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                      | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34705.47     | 0.02%             | 2028-08-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2010-H22, Class FE                                                  | CUSIP: 38375BHR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2711 | PA      | $2675.99      | 0.00%             | 2059-05-20      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2011-H11, Class FA                                                  | CUSIP: 38375BLN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17429 | PA      | $17427.49     | 0.01%             | 2061-03-20      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2012-H18, Class NA                                                  | CUSIP: 38375BUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7656 | PA      | $7657.55      | 0.01%             | 2062-08-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2017-H25, Class FD                                                  | CUSIP: 38375U2E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12200 | PA      | $12111.33     | 0.01%             | 2067-12-20      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2016-H13, Class FT                                                  | CUSIP: 38376RUS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       392 | PA      | $391.91       | 0.00%             | 2066-05-20      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2011-39, Class NE                                                   | CUSIP: 38377QXX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22984 | PA      | $22468.73     | 0.02%             | 2039-09-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2019-H01, Class FT                                                  | CUSIP: 38380LNQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12558 | PA      | $12559.97     | 0.01%             | 2068-10-20      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2019-H13, Class FT                                                  | CUSIP: 38380LXV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24810 | PA      | $24817.55     | 0.02%             | 2069-08-20      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC           | GreatAmerica Leasing Receivables Funding LLC, Series 2023-1, Class A3            | CUSIP: 39154TCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    342977 | PA      | $344198.07    | 0.24%             | 2027-07-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                 | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A2                  | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12676 | PA      | $12694.64     | 0.01%             | 2059-10-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $554639.22    | 0.38%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                             | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85753.29     | 0.06%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                             | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAV7<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131599.62    | 0.09%             | 2031-04-02      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: —       |
| Harley-Davidson Motorcycle Trust                       | Harley-Davidson Motorcycle Trust, Series 2023-B, Class A4                        | CUSIP: 41285YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $172335.22    | 0.12%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                       | Harley-Davidson Motorcycle Trust, Series 2024-A, Class A3                        | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215457 | PA      | $217423.27    | 0.15%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                           | Hasbro, Inc.                                                                     | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99190.02     | 0.07%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Helmerich & Payne, Inc.                                | Helmerich & Payne, Inc.                                                          | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    367000 | PA      | $366696.08    | 0.25%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                 | Hercules Capital, Inc.                                                           | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93747.43     | 0.06%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                 | Hercules Capital, Inc.                                                           | CUSIP: 42711MAA1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    124000 | PA      | $122303.88    | 0.08%             | 2029-02-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                        | Hertz Vehicle Financing III LLC, Series 2023-3A, Class A                         | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $297840.20    | 0.21%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                        | Hertz Vehicle Financing III LLC, Series 2024-1A, Class A                         | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $131636.28    | 0.09%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                           | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $439274.75    | 0.30%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                         | Hewlett Packard Enterprise Co.                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    352000 | PA      | $350747.93    | 0.24%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                         | Hewlett Packard Enterprise Co.                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48570.87     | 0.03%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Hewlett Packard Enterprise Co.                         | Hewlett Packard Enterprise Co.                                                   | CUSIP: 42824CCE7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    197000 | PA      | $197633.23    | 0.14%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                           | Hexcel Corp.                                                                     | CUSIP: 428291AQ1<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85045.10     | 0.06%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2025-3EXT, Class A                          | CUSIP: 43283DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108114 | PA      | $107453.73    | 0.07%             | 2044-10-25      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2024-1B, Class A                            | CUSIP: 43283YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61510 | PA      | $62408.14     | 0.04%             | 2039-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2023-1A, Class A                            | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61792 | PA      | $62678.39     | 0.04%             | 2038-01-25      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                   | Honda Motor Co. Ltd.                                                             | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $249503.18    | 0.17%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables Owner Trust, Series 2023-3, Class A3                      | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143492 | PA      | $144197.14    | 0.10%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                               | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    128000 | PA      | $126756.11    | 0.09%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust, Series 2025-2A, Class A2                                  | CUSIP: 442927AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $229834.84    | 0.16%             | 2032-11-22      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Huntington Auto Trust                                  | Huntington Auto Trust, Series 2024-1A, Class A3                                  | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145153 | PA      | $146143.44    | 0.10%             | 2029-01-16      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                            | Huntington Bancshares, Inc.                                                      | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    278000 | PA      | $287678.33    | 0.20%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                         | Huntington National Bank (The)                                                   | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    505000 | PA      | $506764.70    | 0.35%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: —       |
| Hyatt Hotels Corp.                                     | Hyatt Hotels Corp.                                                               | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105922.67    | 0.07%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                     | Hyatt Hotels Corp.                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    188000 | PA      | $190946.15    | 0.13%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                | Hyundai Capital America                                                          | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70309.81     | 0.05%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    263000 | PA      | $265865.99    | 0.18%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: —       |
| Hyundai Capital America                                | Hyundai Capital America                                                          | CUSIP: 44891AEK9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    354000 | PA      | $354543.83    | 0.25%             | 2029-04-06      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust, Series 2026-A, Class A2A                | CUSIP: 448970AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $144765.64    | 0.10%             | 2028-05-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust, Series 2026-B, Class A3                 | CUSIP: 448972AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $214750.28    | 0.15%             | 2029-04-16      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust, Series 2025-B, Class A3                          | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110389.07    | 0.08%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                         | Illumina, Inc.                                                                   | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210122.94    | 0.15%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108116.09    | 0.07%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     97000 | PA      | $102585.26    | 0.07%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| ING Groep NV                                           | ING Groep NV                                                                     | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    735000 | PA      | $731832.14    | 0.51%             | 2032-03-23      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                            | IQVIA, Inc.                                                                      | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    202000 | PA      | $209531.77    | 0.15%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ITC Holdings Corp.                                     | ITC Holdings Corp.                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    502000 | PA      | $504453.52    | 0.35%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2025-BMS, Class A | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99875.00     | 0.07%             | 2042-01-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235270.38    | 0.16%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                             | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250868.45    | 0.17%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                             | CUSIP: 46647PFL5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    725000 | PA      | $722098.61    | 0.50%             | 2030-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                            | Jabil, Inc.                                                                      | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    114000 | PA      | $112613.97    | 0.08%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                   | Jackson National Life Global Funding                                             | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    365000 | PA      | $364569.90    | 0.25%             | 2028-06-05      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                                 | Jacobs Solutions, Inc.                                                           | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197926.93    | 0.14%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Jefferies Financial Group, Inc.                        | Jefferies Financial Group, Inc.                                                  | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108299.95    | 0.07%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                        | Jefferies Financial Group, Inc.                                                  | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80892.18     | 0.06%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Jefferies Financial Group, Inc.                        | Jefferies Financial Group, Inc.                                                  | CUSIP: 47233WMK2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    243000 | PA      | $239626.03    | 0.17%             | 2031-04-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                       | Jersey Central Power & Light Co.                                                 | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    510000 | PA      | $505810.24    | 0.35%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: —       |
| John Deere Owner Trust                                 | John Deere Owner Trust, Series 2023-A, Class A3                                  | CUSIP: 47800CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32946 | PA      | $33022.79     | 0.02%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                    | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    390000 | PA      | $397836.27    | 0.28%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181307.86    | 0.13%             | 2031-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Lseg US Fin Corp.                                      | Lseg US Fin Corp.                                                                | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    735000 | PA      | $729237.91    | 0.50%             | 2029-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LYB International Finance III LLC                      | LYB International Finance III LLC                                                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79479.74     | 0.06%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust, Series 2024-3A, Class A3                             | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74350 | PA      | $74502.88     | 0.05%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust, Series 2025-1A, Class A3                             | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150473.36    | 0.10%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust, Series 2023-4A, Class B                              | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90873.08     | 0.06%             | 2028-10-16      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust, Series 2025-2A, Class A2                             | CUSIP: 505912AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26976 | PA      | $26995.42     | 0.02%             | 2028-07-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust, Series 2024-2A, Class A3                             | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58723 | PA      | $58911.68     | 0.04%             | 2028-08-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                  | Las Vegas Sands Corp.                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    248000 | PA      | $251631.91    | 0.17%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Lehman Brothers Holdings, Inc.                         | Lehman Brothers Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    500000 | PA      | $50.00        | 0.00%             | 2013-01-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                       | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    277000 | PA      | $277270.96    | 0.19%             | 2028-05-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                       | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88988.69     | 0.06%             | 2029-01-12      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                         | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $282221.67    | 0.20%             | 2030-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                  | Lockheed Martin Corp.                                                            | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250071.02    | 0.17%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                    | M&T Equipment Notes, Series 2023-1A, Class A3                                    | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71725 | PA      | $71963.09     | 0.05%             | 2030-07-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| MSBAM Commercial Mortgage Securities Trust             | MSBAM Commercial Mortgage Securities Trust, Series 2012-CKSV, Class A2           | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372000 | PA      | $355264.04    | 0.25%             | 2030-10-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| MSD Investment Corp.                                   | MSD Investment Corp.                                                             | CUSIP: 55354LAB5<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44524.35     | 0.03%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp.                                   | MSD Investment Corp.                                                             | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31216.43     | 0.02%             | 2031-02-05      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                     | Macquarie Airfinance Holdings Ltd.                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    143000 | PA      | $143594.35    | 0.10%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                        | Discovery Global Holdings, Inc.                                                  | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134853.18    | 0.09%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Main Street Capital Corp.                              | Main Street Capital Corp.                                                        | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129453.56    | 0.09%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                              | Main Street Capital Corp.                                                        | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20227.12     | 0.01%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Marex Group plc                                        | Marex Group plc                                                                  | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    133000 | PA      | $137043.24    | 0.09%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Marex Group plc                                        | Marex Group plc                                                                  | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     74000 | PA      | $74700.01     | 0.05%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                           | Marriott International, Inc.                                                     | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    758000 | PA      | $756516.65    | 0.52%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Massachusetts Educational Financing Authority          | Massachusetts Educational Financing Authority, Series A                          | CUSIP: 57563NAB4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     72784 | PA      | $72303.44     | 0.05%             | 2033-05-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                           | MassMutual Global Funding II                                                     | CUSIP: 57629TCB1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    288000 | PA      | $284901.34    | 0.20%             | 2029-01-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                  | McCormick & Co., Inc.                                                            | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208153.61    | 0.14%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216018.95    | 0.15%             | 2027-04-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: —       |
| Mercedes-Benz Finance North America LLC                | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JBP1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    363000 | PA      | $360475.50    | 0.25%             | 2029-03-10      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                            | Merchants Fleet Funding LLC, Series 2023-1A, Class A                             | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    118143 | PA      | $118335.00    | 0.08%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust             | Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A              | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $145131.05    | 0.10%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Met Tower Global Funding                               | Met Tower Global Funding                                                         | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    506000 | PA      | $500168.28    | 0.35%             | 2029-01-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Methanex US Operations, Inc.                           | Methanex US Operations, Inc.                                                     | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $178024.96    | 0.12%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Microchip Technology, Inc.                             | Microchip Technology, Inc.                                                       | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    510000 | PA      | $512936.19    | 0.36%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                 | Mineral Resources Ltd.                                                           | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    119000 | PA      | $123508.97    | 0.09%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                  | Mission Lane Credit Card Master Trust, Series 2024-B, Class A                    | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105238.07    | 0.07%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                  | Mission Lane Credit Card Master Trust, Series 2026-A, Class A                    | CUSIP: 60510MCG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $259918.75    | 0.18%             | 2032-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                                             | CUSIP: 606822DW1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    227000 | PA      | $226612.71    | 0.16%             | 2032-04-21      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                | Molina Healthcare, Inc.                                                          | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289973.19    | 0.20%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                      | Molex Electronic Technologies LLC                                                | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200848.36    | 0.14%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| MS GOVT US LEX                                         | MSILF GOVERNMENT PORTFOLIO OPEN-END FUND USD                                     | CUSIP: 61747C707<br>LEI: 6N8SC06AK49F0N7KIX52 | Long             | STIV             | RF                | US        |    400000 | PA      | $400000.00    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley, Series I                                                         | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    742000 | PA      | $734333.37    | 0.51%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                         | Morgan Stanley                                                                   | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    732000 | PA      | $724534.82    | 0.50%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                   | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379070.05    | 0.26%             | 2032-04-16      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                       | Mosaic Co. (The)                                                                 | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94447.03     | 0.07%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                    | Mutual of Omaha Cos. Global Funding                                              | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328517.63    | 0.23%             | 2027-04-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                                | MVW LLC, Series 2024-1A, Class A                                                 | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59879 | PA      | $60387.19     | 0.04%             | 2043-02-20      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| NXP BV                                                 | NXP BV                                                                           | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $157557.57    | 0.11%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                           | National Australia Bank Ltd.                                                     | CUSIP: 632525CQ2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    510000 | PA      | $506062.99    | 0.35%             | 2028-12-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| National Bank of Canada                                | National Bank of Canada                                                          | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    435000 | PA      | $435863.04    | 0.30%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.     | National Rural Utilities Cooperative Finance Corp., Series D                     | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    495000 | PA      | $491406.71    | 0.34%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Nationwide Building Society                            | Nationwide Building Society                                                      | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $378751.87    | 0.26%             | 2027-10-18      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                    | NatWest Markets plc                                                              | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $407839.65    | 0.28%             | 2028-03-21      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                    | NatWest Markets plc                                                              | CUSIP: 63906YAV0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    521000 | PA      | $522541.46    | 0.36%             | 2029-03-27      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust              | Navient Private Education Refi Loan Trust, Series 2020-GA, Class A               | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16191 | PA      | $15203.93     | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust              | Navient Private Education Refi Loan Trust, Series 2021-A, Class A                | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49810 | PA      | $45583.82     | 0.03%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust              | Navient Private Education Refi Loan Trust, Series 2021-CA, Class A               | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171624 | PA      | $156318.64    | 0.11%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                 | New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1                  | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $201600.00    | 0.14%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| New Mountain Finance Corp.                             | New Mountain Finance Corp.                                                       | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40064.37     | 0.03%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                           | New York Life Global Funding                                                     | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    383000 | PA      | $381755.01    | 0.26%             | 2028-07-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: —       |
| New York Life Global Funding                           | New York Life Global Funding                                                     | CUSIP: 64952WFS7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131051.72    | 0.09%             | 2029-02-02      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256117.92    | 0.18%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    502000 | PA      | $506199.40    | 0.35%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| NextGear Floorplan Master Owner Trust                  | NextGear Floorplan Master Owner Trust, Series 2024-1A, Class A2                  | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $211714.08    | 0.15%             | 2029-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                  | NextGear Floorplan Master Owner Trust, Series 2026-1A, Class A2                  | CUSIP: 65341KCJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $188564.84    | 0.13%             | 2031-02-15      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                  | NextGear Floorplan Master Owner Trust, Series 2025-2A, Class A2                  | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $164323.57    | 0.11%             | 2030-10-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                        | Nissan Motor Acceptance Co. LLC                                                  | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98692.32     | 0.07%             | 2027-09-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                        | Nissan Motor Acceptance Co. LLC                                                  | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    262000 | PA      | $260541.12    | 0.18%             | 2028-09-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                 | Norinchukin Bank (The)                                                           | CUSIP: 656029AR6<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    345000 | PA      | $342329.44    | 0.24%             | 2031-03-10      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                    | North Haven Private Income Fund LLC                                              | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |     82000 | PA      | $79937.74     | 0.06%             | 2028-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                     | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2X6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    505000 | PA      | $503518.44    | 0.35%             | 2028-08-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust, Series 2024-2A, Class A2                               | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111524 | PA      | $112241.05    | 0.08%             | 2032-07-20      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust, Series 2025-1A, Class A2                               | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $154939.91    | 0.11%             | 2031-02-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                    | Omnicom Group, Inc.                                                              | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    143000 | PA      | $140297.68    | 0.10%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| OneMain Financial Issuance Trust                       | OneMain Financial Issuance Trust, Series 2022-S1, Class A                        | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98662 | PA      | $98648.47     | 0.07%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                            | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68154.75     | 0.05%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    208000 | PA      | $200618.17    | 0.14%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                           | Oracle Corp.                                                                     | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    536000 | PA      | $524306.71    | 0.36%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Orbia Advance Corp. SAB de CV                          | Orbia Advance Corp. SAB de CV                                                    | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $201200.00    | 0.14%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: —       |
| Blue Owl Capital Corp. II                              | Blue Owl Capital Corp. II                                                        | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96294.67     | 0.07%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                      | Blue Owl Technology Finance Corp.                                                | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165368.14    | 0.11%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| OWN Equipment Fund I LLC                               | OWN Equipment Fund I LLC, Series 2024-2M, Class A                                | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83420 | PA      | $83766.92     | 0.06%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                            | PNC Bank NA                                                                      | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    695000 | PA      | $695333.90    | 0.48%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| PVH Corp.                                              | PVH Corp.                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    227000 | PA      | $230206.33    | 0.16%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                           | Pacific Gas and Electric Co.                                                     | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108508.16    | 0.08%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                           | Pacific Gas and Electric Co.                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35311.07     | 0.02%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                             | PacifiCorp                                                                       | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267461.79    | 0.19%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                              | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $175819.47    | 0.12%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                    | PenFed Auto Receivables Owner Trust, Series 2024-A, Class A3                     | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100494 | PA      | $100769.21    | 0.07%             | 2029-06-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                            | Pinnacle West Capital Corp.                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    540000 | PA      | $544677.91    | 0.38%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Polaris, Inc.                                          | Polaris, Inc.                                                                    | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101763.10    | 0.07%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                        | Prestige Auto Receivables Trust, Series 2023-1A, Class C                         | CUSIP: 74113GAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100327 | PA      | $100383.17    | 0.07%             | 2028-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                        | Prestige Auto Receivables Trust, Series 2025-1A, Class A2                        | CUSIP: 74113UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35921 | PA      | $35939.65     | 0.02%             | 2027-12-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                       | Principal Life Global Funding II                                                 | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    517000 | PA      | $519746.02    | 0.36%             | 2028-01-09      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                 | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAF1<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    315000 | PA      | $306262.83    | 0.21%             | 2033-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Prosus NV                                              | Prosus NV                                                                        | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $366287.06    | 0.25%             | 2027-01-19      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co. of Colorado                         | Public Service Co. of Colorado                                                   | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136253.72    | 0.09%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                    | Public Service Co. of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315585.46    | 0.22%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Reach ABS Trust                                        | Reach ABS Trust, Series 2024-2A, Class A                                         | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10518 | PA      | $10535.22     | 0.01%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp.                                    | Realty Income Corp.                                                              | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    167000 | PA      | $164916.15    | 0.11%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                     | Regional Management Issuance Trust, Series 2024-1, Class A                       | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $121513.44    | 0.08%             | 2036-07-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                        | Republic Finance Issuance Trust, Series 2024-A, Class A                          | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100416.56    | 0.07%             | 2032-08-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                      | Rocket Cos., Inc.                                                                | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $74364.30     | 0.05%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies, Inc.                               | Roper Technologies, Inc.                                                         | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119117.63    | 0.08%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                             | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    443000 | PA      | $443367.34    | 0.31%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                             | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    352000 | PA      | $352701.97    | 0.24%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                              | SCF Equipment Leasing LLC, Series 2024-1A, Class A2                              | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14396 | PA      | $14426.75     | 0.01%             | 2029-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SBL Holdings, Inc.                                     | SBL Holdings, Inc.                                                               | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    226000 | PA      | $216283.80    | 0.15%             | 2028-09-26      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: —       |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust, Series 2023-1A, Class A3              | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173390 | PA      | $174097.30    | 0.12%             | 2028-10-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust, Series 2024-C, Class A3                                   | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40596 | PA      | $40656.61     | 0.03%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust, Series 2025-2A, Class A3              | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $155389.55    | 0.11%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| SEB Funding LLC                                        | SEB Funding LLC, Series 2026-1A, Class A2                                        | CUSIP: 78433DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $317286.08    | 0.22%             | 2056-01-30      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust, Series 2024-3A, Class A3              | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89827 | PA      | $90126.95     | 0.06%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                            | SBNA Auto Receivables Trust, Series 2024-A, Class A3                             | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13193 | PA      | $13220.06     | 0.01%             | 2028-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust, Series 2024-B, Class A3                                   | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75258 | PA      | $75415.57     | 0.05%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                              | SCF Equipment Leasing LLC, Series 2025-2A, Class A2                              | CUSIP: 78439XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $260300.69    | 0.18%             | 2031-12-22      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                    | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212903.25    | 0.15%             | 2034-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Salesforce, Inc.                                       | Salesforce, Inc.                                                                 | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    257000 | PA      | $256245.11    | 0.18%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                 | Sammons Financial Group Global Funding                                           | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    247000 | PA      | $248480.88    | 0.17%             | 2028-01-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Sanofi SA                                              | Sanofi SA                                                                        | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    355000 | PA      | $352754.93    | 0.24%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2023-3, Class C                   | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $136817.40    | 0.09%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2023-5, Class B                   | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455672 | PA      | $459551.67    | 0.32%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2023-1, Class C                   | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80500 | PA      | $80962.45     | 0.06%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2024-3, Class A3                  | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69375 | PA      | $69531.41     | 0.05%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2025-4, Class A3                  | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99999.64     | 0.07%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust                                            | SCOTT Trust, Series 2023-SFS, Class A                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $233776.76    | 0.16%             | 2040-03-10      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust, Series 2025-1A, Class A3              | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95538.99     | 0.07%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Shentel Issuer LLC                                     | Shentel Issuer LLC, Series 2025-1A, Class A2                                     | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $192062.60    | 0.13%             | 2055-12-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                             | Sherwin-Williams Co. (The)                                                       | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348991.67    | 0.24%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| INVESCO GOVT AND AGCY LEX                              | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD                          | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |    600000 | PA      | $600000.00    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2024-2A, Class A                | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120073 | PA      | $120638.00    | 0.08%             | 2041-06-20      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| SiriusPoint Ltd.                                       | SiriusPoint Ltd.                                                                 | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    203000 | PA      | $212675.19    | 0.15%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                         | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204308.00    | 0.14%             | 2029-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Lending Partners                          | Sixth Street Lending Partners                                                    | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214808.66    | 0.15%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Smith & Nephew plc                                     | Smith & Nephew plc                                                               | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    443000 | PA      | $445497.29    | 0.31%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                              | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    608000 | PA      | $612447.41    | 0.42%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                       | SoFi Consumer Loan Program Trust, Series 2025-1, Class A                         | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43040 | PA      | $43157.88     | 0.03%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                       | SoFi Consumer Loan Program Trust, Series 2025-2, Class A                         | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47433 | PA      | $47582.24     | 0.03%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Syensqo Finance America LLC                            | Syensqo Finance America LLC                                                      | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205162.85    | 0.14%             | 2029-06-04      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp.                                        | Solventum Corp.                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89602.18     | 0.06%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                         | Southern California Edison Co.                                                   | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    249000 | PA      | $251945.04    | 0.17%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                 | Southwest Airlines Co.                                                           | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84378.92     | 0.06%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                 | Standard Chartered plc                                                           | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $509002.77    | 0.35%             | 2032-06-05      | Variable      | 4.53%                 | Yes           |                  2 | On Loan: —       |
| Starwood Retail Property Trust                         | Starwood Retail Property Trust, Series 2014-STAR, Class A                        | CUSIP: 85571XAA5<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    290692 | PA      | $174409.60    | 0.12%             | 2027-11-15      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                     | State Street Corp.                                                               | CUSIP: 857477DF7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343338.05    | 0.24%             | 2032-04-23      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-CA, Class A3 | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $268912.09    | 0.19%             | 2029-04-20      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                 | Stellantis Financial Services US Corp.                                           | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199293.82    | 0.14%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-BA, Class A3 | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $310145.82    | 0.21%             | 2029-01-22      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                               | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    580000 | PA      | $581466.50    | 0.40%             | 2028-05-23      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                            | Swedbank AB                                                                      | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    285000 | PA      | $286931.96    | 0.20%             | 2026-09-12      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                        | TD SYNNEX Corp.                                                                  | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110789.41    | 0.08%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Synchrony Financial                                    | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90244.67     | 0.06%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                    | Synchrony Financial                                                              | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51779.95     | 0.04%             | 2032-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                             | Synchrony Card Funding LLC, Series 2023-A1, Class A                              | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125426.20    | 0.09%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending, Inc.                          | Carlyle Secured Lending, Inc.                                                    | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    128000 | PA      | $123924.24    | 0.09%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust                          | TCO Commercial Mortgage Trust, Series 2024-DPM, Class A                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100000.00    | 0.07%             | 2039-12-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| TTX Co.                                                | TTX Co.                                                                          | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    435000 | PA      | $436675.59    | 0.30%             | 2026-09-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Sumisho Air Lease Corp.                                | Sumisho Air Lease Corp.                                                          | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    436000 | PA      | $433347.39    | 0.30%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                    | Take-Two Interactive Software, Inc.                                              | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    113000 | PA      | $115269.26    | 0.08%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Targa Resources Corp.                                  | Targa Resources Corp.                                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149278.94    | 0.10%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                      | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $602334.65    | 0.42%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: —       |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                      | CUSIP: 89115KAR1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    289000 | PA      | $287380.07    | 0.20%             | 2033-04-22      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                               | Toyota Lease Owner Trust, Series 2024-B, Class A3                                | CUSIP: 891943AD4<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |    213237 | PA      | $213393.87    | 0.15%             | 2027-09-20      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables Owner Trust, Series 2023-C, Class A3                     | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63249 | PA      | $63520.83     | 0.04%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables Owner Trust, Series 2024-D, Class A3                     | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100294.67    | 0.07%             | 2029-06-15      | Fixed         | 4.40%                 | 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        |    225000 | PA      | $224173.96    | 0.16%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables Owner Trust, Series 2026-B, Class A2A                    | CUSIP: 89240QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $229968.61    | 0.16%             | 2029-02-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance plc                   | Trafigura Securitisation Finance plc, Series 2024-1A, Class A2                   | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    265000 | PA      | $265300.40    | 0.18%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                            | Truist Bank                                                                      | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    435000 | PA      | $434638.98    | 0.30%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                           | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    526000 | PA      | $525471.01    | 0.36%             | 2029-03-16      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                     | USAA Capital Corp.                                                               | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250505.02    | 0.17%             | 2028-06-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| US Bank NA                                             | US Bank NA                                                                       | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    495000 | PA      | $495444.76    | 0.34%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                   | USB Auto Owner Trust, Series 2025-1A, Class A3                                   | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45141.72     | 0.03%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                         | United Airlines Holdings, Inc.                                                   | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334920.94    | 0.23%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                              | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6820700 | PA      | $6800717.46   | 4.71%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                              | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10982000 | PA      | $10892342.29  | 7.54%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| United States of America                               | U.S. Treasury Notes                                                              | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15121000 | PA      | $14988691.25  | 10.37%            | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                         | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    780000 | PA      | $782529.83    | 0.54%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Universal Health Services, Inc.                        | Universal Health Services, Inc.                                                  | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104256.12    | 0.07%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust, Series 2024-4, Class A1A                                   | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575000 | PA      | $576371.32    | 0.40%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust, Series 2024-8, Class A1A                                   | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25188.72     | 0.02%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust, Series 2025-7, Class A1A                                   | CUSIP: 92348KEN9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $119266.42    | 0.08%             | 2031-08-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                           | Veros Auto Receivables Trust, Series 2026-1, Class A                             | CUSIP: 92511CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76986 | PA      | $77003.05     | 0.05%             | 2028-08-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75110.42     | 0.05%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                        | CUSIP: 92840VBA9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    504000 | PA      | $502566.74    | 0.35%             | 2031-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                             | Vmed O2 UK Financing I plc                                                       | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $502748.24    | 0.35%             | 2033-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                    | Volkswagen Auto Loan Enhanced Trust, Series 2024-1, Class A2A                    | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84602 | PA      | $84734.38     | 0.06%             | 2027-11-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                         | VStrong Auto Receivables Trust, Series 2024-A, Class B                           | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40426.86     | 0.03%             | 2030-07-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| WSP Global, Inc.                                       | WSP Global, Inc.                                                                 | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $517774.35    | 0.36%             | 2031-09-18      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                 | WEC Energy Group, Inc.                                                           | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    497000 | PA      | $499771.44    | 0.35%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                 | WEC Energy Group, Inc.                                                           | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    113000 | PA      | $113445.61    | 0.08%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288413.20    | 0.20%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    338000 | PA      | $343820.01    | 0.24%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    429000 | PA      | $425205.36    | 0.29%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Western-Southern Global Funding                        | Western-Southern Global Funding                                                  | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    366000 | PA      | $365641.00    | 0.25%             | 2028-07-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Western Union Co. (The)                                | Western Union Co. (The)                                                          | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    148000 | PA      | $147021.17    | 0.10%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2023-3A, Class C                   | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535925 | PA      | $538656.48    | 0.37%             | 2028-09-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2025-2A, Class A3                  | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25078.16     | 0.02%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2024-2A, Class A3                  | CUSIP: 96042YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85745 | PA      | $85896.75     | 0.06%             | 2028-02-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2024-3A, Class A3                  | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $170274.30    | 0.12%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2025-3A, Class A3                  | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140134.11    | 0.10%             | 2029-06-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                               | Westpac New Zealand Ltd.                                                         | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    505000 | PA      | $508988.39    | 0.35%             | 2027-02-26      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: —       |
| Wheels Fleet Lease Funding 1 LLC                       | Wheels Fleet Lease Funding 1 LLC, Series 2023-1A, Class A                        | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    131196 | PA      | $131726.68    | 0.09%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                       | Wheels Fleet Lease Funding 1 LLC, Series 2024-1A, Class A1                       | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    111061 | PA      | $112076.41    | 0.08%             | 2039-02-18      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding LLC, Series 2026-1A, Class A2A                        | CUSIP: 96329JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $109928.34    | 0.08%             | 2039-04-18      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust       | World Financial Network Credit Card Master Trust, Series 2024-A, Class A         | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65814.95     | 0.05%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust                           | World Omni Select Auto Trust, Series 2024-A, Class A3                            | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85178 | PA      | $85453.41     | 0.06%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust, Series 2024-C, Class A3                       | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179881 | PA      | $180321.63    | 0.12%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust, Series 2025-C, Class A2A                      | CUSIP: 981936AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186318 | PA      | $186429.28    | 0.13%             | 2028-10-16      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                      | Xcel Energy, Inc.                                                                | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30143.11     | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                         | ZF North America Capital, Inc.                                                   | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315405.58    | 0.22%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| N/A                                                    | U.S. Treasury 10 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -44 | NC      | $87800.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Nationwide Mutual Funds

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer