# EDGAR Filing Document

**Accession Number:** 0000353905
**File Stem:** 0002071691-26-009820
**Filing Date:** 2026-5
**Character Count:** 241442
**Document Hash:** 6689f2d3207173e1f7b3d71e452426a6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-009820.hdr.sgml**: 20260518

**ACCESSION NUMBER**: 0002071691-26-009820

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260518

**DATE AS OF CHANGE**: 20260518

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03213
- **FILM NUMBER:** 26993272

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

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

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

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

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

## Series and Classes Contracts Data

### NVIT Loomis Short Term Bond Fund (Series ID: S000021040)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000059825 | Class I      |  |
| C000059826 | Class II     |  |
| C000059827 | Class Y      |  |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

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

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

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

- **b. EDGAR series identifier (if any):** S000021040

- **c. LEI of Series:** 549300UQ781MJCK8JH31

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1277351204.35

**Total Liabilities:** $36100779.95

**Net Assets:** $1241250424.40

**Cash Not Reported:** $8207423.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6155.23258400 | **1-Year:** 86937.14125200 | **5-Year:** 101410.06896100 | **10-Year:** 13957.66926400 | **30-Year:** 15.35348700

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

- **3-Month:** 2.22536700 | **1-Year:** 2674.11105100 | **5-Year:** 7741.40440700 | **10-Year:** 1809.50810200 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000059825 | 0.41%                | 0.40%                | -0.50%               |
| Class ID C000059826 | 0.41%                | 0.41%                | -0.51%               |
| Class ID C000059827 | 0.41%                | 0.40%                | -0.50%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $445561.98               | $-148720.29                                |
| Month 2  | $753897.17               | $795647.87                                 |
| Month 3  | $-604329.07              | $-11413423.39                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| British Airways Pass-Through Trust                     | British Airways Pass-Through Trust, Series 2021-1, Class B                       | CUSIP: 11042CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    836830 | PA      | $803938.83    | 0.06%             | 2031-09-15      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| OWN Equipment Fund I LLC                               | OWN Equipment Fund I LLC, Series 2024-2M, Class A                                | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1036775 | PA      | $1043005.21   | 0.08%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                               | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   4235000 | PA      | $4247253.89   | 0.34%             | 2028-05-23      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                            | Treasury Repurchase Agreement                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |  17000000 | PA      | $17000000.00  | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                         | Element Fleet Management Corp.                                                   | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $576752.10    | 0.05%             | 2030-11-24      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: —       |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust, Series 2024-1, Class A3                | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2464397 | PA      | $2479137.30   | 0.20%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PVH Corp.                                              | PVH Corp.                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1676361.79   | 0.14%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Roper Technologies, Inc.                               | Roper Technologies, Inc.                                                         | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    895000 | PA      | $889161.11    | 0.07%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| 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        |   6143036 | PA      | $6161941.91   | 0.50%             | 2033-07-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust, Series 2024-C, Class A3                                   | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    576163 | PA      | $576797.01    | 0.05%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                      | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1871000 | PA      | $1842624.17   | 0.15%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: —       |
| Mercedes-Benz Finance North America LLC                | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3647123.00   | 0.29%             | 2027-04-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: —       |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing LLC, Series 2023-2, Class A2                          | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515941 | PA      | $517915.81    | 0.04%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                           | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3562712.64   | 0.29%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                     | F&G Global Funding                                                               | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2737780.20   | 0.22%             | 2029-01-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| 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        |    942866 | PA      | $945781.89    | 0.08%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Sub, Inc.                               | Takeoff Merger Sub, Inc.                                                         | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   5793000 | PA      | $5755717.64   | 0.46%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4091757.77   | 0.33%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                  | Cousins Properties LP                                                            | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1054232.56   | 0.08%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Toyota Lease Owner Trust                               | Toyota Lease Owner Trust, Series 2024-B, Class A3                                | CUSIP: 891943AD4<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |   3094406 | PA      | $3095676.80   | 0.25%             | 2027-09-20      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                           | New York Life Global Funding                                                     | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2870528.46   | 0.23%             | 2028-07-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: —       |
| Amazon.com, Inc.                                       | Amazon.com, Inc.                                                                 | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3156562.32   | 0.25%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  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        |    955124 | PA      | $956779.00    | 0.08%             | 2027-11-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1749998.60   | 0.14%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  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        |   1365000 | PA      | $1368740.92   | 0.11%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                     | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4631000 | PA      | $4531154.99   | 0.37%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                     | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1897000 | PA      | $1861454.34   | 0.15%             | 2029-04-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                 | Mineral Resources Ltd.                                                           | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   1485000 | PA      | $1538641.90   | 0.12%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| Lowe's Cos., Inc.                                      | Lowe's Cos., Inc.                                                                | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2910000.00   | 0.23%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    835000 | PA      | $872909.00    | 0.07%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                     | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $1163862.46   | 0.09%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Truist Bank                                            | Truist Bank                                                                      | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   4815000 | PA      | $4814748.90   | 0.39%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                        | Nissan Motor Acceptance Co. LLC                                                  | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1717359.35   | 0.14%             | 2028-09-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| Western-Southern Global Funding                        | Western-Southern Global Funding                                                  | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   3142000 | PA      | $3140979.82   | 0.25%             | 2028-07-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                     | RGA Global Funding                                                               | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1137521.21   | 0.09%             | 2030-11-25      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: —       |
| Grand River Funding Trust I                            | Grand River Funding Trust I                                                      | CUSIP: 38644BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $330898.12    | 0.03%             | 2036-02-15      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| GSAA Trust                                             | GSAA Trust, Series 2004-NC1, Class AF6                                           | CUSIP: 36228FC38<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       589 | PA      | $582.33       | 0.00%             | 2033-11-25      | Variable      | 5.26%                 | 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        |   4253000 | PA      | $4224855.09   | 0.34%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables Owner Trust, Series 2023-B, Class A3                     | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1186343 | PA      | $1189745.42   | 0.10%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                              | Fells Point Funding Trust                                                        | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4310000 | PA      | $4261433.93   | 0.34%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                       | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    740000 | PA      | $731721.62    | 0.06%             | 2029-01-12      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: —       |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2919036.59   | 0.24%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: —       |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    469000 | PA      | $465839.19    | 0.04%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                       | Equitable America Global Funding                                                 | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3992860.08   | 0.32%             | 2028-06-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Jabil, Inc.                                            | Jabil, Inc.                                                                      | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    991000 | PA      | $978978.08    | 0.08%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                       | Mosaic Co. (The)                                                                 | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    699000 | PA      | $695300.43    | 0.06%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  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        |   1595000 | PA      | $1594840.82   | 0.13%             | 2029-06-15      | Fixed         | 4.22%                 | Yes           |                  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        |   1506561 | PA      | $1507062.05   | 0.12%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                    | Synchrony Financial                                                              | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    454000 | PA      | $440608.13    | 0.04%             | 2032-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5602000 | PA      | $5567432.86   | 0.45%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: —       |
| Weir Group, Inc.                                       | Weir Group, Inc.                                                                 | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1388156.97   | 0.11%             | 2030-05-06      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: —       |
| American National Global Funding                       | American National Global Funding                                                 | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2873242.62   | 0.23%             | 2030-06-03      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                       | Jersey Central Power & Light Co.                                                 | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   5785000 | PA      | $5747633.88   | 0.46%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4065000 | PA      | $4102587.19   | 0.33%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sempra                                                 | Sempra                                                                           | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2263605.42   | 0.18%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Dell International LLC                                 | Dell International LLC                                                           | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4035000 | PA      | $4063356.04   | 0.33%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Societe Generale SA                                    | Societe Generale SA                                                              | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5075000 | PA      | $5106523.92   | 0.41%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                        | TD SYNNEX Corp.                                                                  | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    835000 | PA      | $825721.76    | 0.07%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    630000 | PA      | $630641.52    | 0.05%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Public Service Co. of Colorado                         | Public Service Co. of Colorado                                                   | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $1177620.97   | 0.09%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                   | Jackson National Life Global Funding                                             | CUSIP: 46849LUY5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1505585.96   | 0.12%             | 2028-04-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| ALA Trust                                              | ALA Trust, Series 2025-OANA, Class A                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795000 | PA      | $796987.50    | 0.06%             | 2040-06-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                        | Danske Bank A/S                                                                  | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3228000 | PA      | $3236029.55   | 0.26%             | 2032-03-27      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                 | WEC Energy Group, Inc.                                                           | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   6360000 | PA      | $6406537.65   | 0.52%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| M&T Equipment Notes                                    | M&T Equipment Notes, Series 2023-1A, Class A3                                    | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745837 | PA      | $748701.46    | 0.06%             | 2030-07-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                    | NatWest Markets plc                                                              | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2190000 | PA      | $2204701.16   | 0.18%             | 2028-03-21      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2024-P4, Class A3                         | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    949020 | PA      | $951810.77    | 0.08%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                    | Take-Two Interactive Software, Inc.                                              | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    760000 | PA      | $776649.42    | 0.06%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Carlyle Secured Lending, Inc.                          | Carlyle Secured Lending, Inc.                                                    | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    950000 | PA      | $897136.16    | 0.07%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                        | Discovery Global Holdings, Inc.                                                  | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    397000 | PA      | $392132.78    | 0.03%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Universal Health Services, Inc.                        | Universal Health Services, Inc.                                                  | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1294731.57   | 0.10%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Amcor Flexibles North America, Inc.                    | Amcor Flexibles North America, Inc.                                              | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1084023.43   | 0.09%             | 2036-03-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| ARI Fleet Lease Trust                                  | ARI Fleet Lease Trust, Series 2024-A, Class A2                                   | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218394 | PA      | $219420.26    | 0.02%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Trafigura Securitisation Finance plc                   | Trafigura Securitisation Finance plc, Series 2024-1A, Class A2                   | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   2675000 | PA      | $2679644.60   | 0.22%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Cencora, Inc.                                          | Cencora, Inc.                                                                    | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   6345000 | PA      | $6229053.69   | 0.50%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust, Series 2023-B, Class A3                       | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    789448 | PA      | $790792.26    | 0.06%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini BV                                     | Bacardi-Martini BV                                                               | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   2235000 | PA      | $2281312.51   | 0.18%             | 2030-02-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                       | Salesforce, Inc.                                                                 | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2186000 | PA      | $2182903.97   | 0.18%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NLG Global Funding                                     | NLG Global Funding                                                               | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   4045000 | PA      | $3972900.34   | 0.32%             | 2030-09-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables Owner Trust, Series 2023-3, Class A3                      | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1396137 | PA      | $1403295.90   | 0.11%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                         | ZF North America Capital, Inc.                                                   | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1832017.85   | 0.15%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| DTE Energy Co.                                         | DTE Energy Co.                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2521201.86   | 0.20%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust, Series 2023-2, Class B                 | CUSIP: 03065UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5365000 | PA      | $5441808.56   | 0.44%             | 2029-07-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                             | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    875000 | PA      | $863163.50    | 0.07%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                     | Hyatt Hotels Corp.                                                               | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1856113.67   | 0.15%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Sanofi SA                                              | Sanofi SA                                                                        | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   4055000 | PA      | $4026809.40   | 0.32%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Tricon American Homes Trust                            | Tricon American Homes Trust, Series 2020-SFR2, Class C                           | CUSIP: 89613JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $952688.30    | 0.08%             | 2039-11-17      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| Polaris, Inc.                                          | Polaris, Inc.                                                                    | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    779000 | PA      | $772022.41    | 0.06%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                       | Wheels Fleet Lease Funding 1 LLC, Series 2024-2A, Class A1                       | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1168680 | PA      | $1176913.23   | 0.09%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                    | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3269407.45   | 0.26%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust, Series 2024-B, Class A3                                   | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    919014 | PA      | $921868.24    | 0.07%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                 | Standard Chartered plc                                                           | CUSIP: 85325C2K7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2120000 | PA      | $2097617.87   | 0.17%             | 2030-01-13      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: —       |
| HPS Corporate Lending Fund                             | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    741000 | PA      | $735382.92    | 0.06%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  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        |    625000 | PA      | $608655.46    | 0.05%             | 2028-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp.                                        | Solventum Corp.                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1217197.63   | 0.10%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| CNH Industrial Capital LLC                             | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1400841.52   | 0.11%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| 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        |   1110000 | PA      | $1110198.36   | 0.09%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                              | Nippon Life Insurance Co.                                                        | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1112000 | PA      | $1114782.36   | 0.09%             | 2031-04-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31418EKR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2944990 | PA      | $2702481.50   | 0.22%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1969455.82   | 0.16%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3714000 | PA      | $3681093.29   | 0.30%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: —       |
| Extra Space Storage LP                                 | Extra Space Storage LP                                                           | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1031263.66   | 0.08%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Veros Auto Receivables Trust                           | Veros Auto Receivables Trust, Series 2026-1, Class A                             | CUSIP: 92511CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750054 | PA      | $749875.00    | 0.06%             | 2028-08-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co.                                      | Georgia Power Co.                                                                | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   4425000 | PA      | $4399078.70   | 0.35%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Syensqo Finance America LLC                            | Syensqo Finance America LLC                                                      | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $3014062.31   | 0.24%             | 2029-06-04      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp.                                    | Realty Income Corp.                                                              | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1410568.23   | 0.11%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                   | American Express Co.                                                             | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2812989.78   | 0.23%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp. II                              | Blue Owl Capital Corp. II                                                        | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    900000 | PA      | $911773.31    | 0.07%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  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        |    348325 | PA      | $350094.42    | 0.03%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2024-5C25, Class A3                                 | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1485000 | PA      | $1533836.75   | 0.12%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2024-3A, Class A2                      | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1222106 | PA      | $1232346.29   | 0.10%             | 2029-10-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                  | Targa Resources Corp.                                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1139208.36   | 0.09%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Stream Innovations Issuer Trust                        | Stream Innovations Issuer Trust, Series 2024-1A, Class A                         | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224610 | PA      | $231208.34    | 0.02%             | 2044-07-15      | Fixed         | 6.27%                 | Yes           |                  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        |   1695568 | PA      | $1707060.67   | 0.14%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                    | Antares Holdings LP                                                              | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1049269.65   | 0.08%             | 2029-10-23      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: —       |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2023-3, Class C             | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555355 | PA      | $556581.39    | 0.04%             | 2029-10-12      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing LLC, Series 2024-2, Class A3                          | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1665000 | PA      | $1683962.35   | 0.14%             | 2028-04-20      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1728000 | PA      | $1665241.42   | 0.13%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| SBL Holdings, Inc.                                     | SBL Holdings, Inc.                                                               | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   2591000 | PA      | $2445286.88   | 0.20%             | 2028-09-26      | Fixed         | 5.90%                 | 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        |   3960000 | PA      | $3538043.39   | 0.29%             | 2033-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CSMC OA LLC                                            | CSMC OA LLC, Series 2014-USA, Class A1                                           | CUSIP: 12649AAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    366176 | PA      | $335288.30    | 0.03%             | 2037-09-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                   | Meta Platforms, Inc.                                                             | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3151000 | PA      | $3120425.25   | 0.25%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Pinnacle West Capital Corp.                            | Pinnacle West Capital Corp.                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3994816.76   | 0.32%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Nationwide Building Society                            | Nationwide Building Society                                                      | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1645000 | PA      | $1663519.03   | 0.13%             | 2027-10-18      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| WSP Global, Inc.                                       | WSP Global, Inc.                                                                 | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |   4450000 | PA      | $4411442.98   | 0.36%             | 2031-09-18      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: —       |
| Morgan Stanley                                         | Morgan Stanley, Series I                                                         | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5765000 | PA      | $5698116.03   | 0.46%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  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        |   2930000 | PA      | $2934617.09   | 0.24%             | 2031-12-22      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Co.                | Volofin Finance Designated Activity Co., Series 2024-1A, Class A                 | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    697127 | PA      | $706120.26    | 0.06%             | 2037-06-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Evergy, Inc.                                           | Evergy, Inc.                                                                     | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2729005.46   | 0.22%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                    | PenFed Auto Receivables Owner Trust, Series 2024-A, Class A3                     | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1326176 | PA      | $1329855.85   | 0.11%             | 2029-06-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BofA Auto Trust                                        | BofA Auto Trust, Series 2025-1A, Class A3                                        | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002851.70   | 0.08%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp.                                           | Exelon Corp.                                                                     | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1639000 | PA      | $1589625.42   | 0.13%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  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        |    544607 | PA      | $552006.83    | 0.04%             | 2038-01-25      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                     | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2X6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   5790000 | PA      | $5770869.67   | 0.46%             | 2028-08-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust, Series 2023-2, Class A3      | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450851 | PA      | $451228.19    | 0.04%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                      | Molex Electronic Technologies LLC                                                | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2565900.50   | 0.21%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| BFLD Commercial Mortgage Trust                         | BFLD Commercial Mortgage Trust, Series 2025-660F, Class A                        | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1370000 | PA      | $1368291.06   | 0.11%             | 2042-11-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                     | CNO Global Funding                                                               | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1033947.41   | 0.08%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                     | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   4365000 | PA      | $4372203.38   | 0.35%             | 2029-07-03      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: —       |
| Carmax Auto Owner Trust                                | CarMax Auto Owner Trust, Series 2023-2, Class A3                                 | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1741375 | PA      | $1745755.62   | 0.14%             | 2028-01-18      | Fixed         | 5.05%                 | 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        |   1335000 | PA      | $1331114.22   | 0.11%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                    | Amcor Flexibles North America, Inc.                                              | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2645884.91   | 0.21%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  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        |    610000 | PA      | $614685.84    | 0.05%             | 2031-01-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust, Series 2024-C, Class A3                       | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2230000 | PA      | $2235752.95   | 0.18%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                        | Jefferies Financial Group, Inc.                                                  | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1128281.81   | 0.09%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| SoFi Consumer Loan Program Trust                       | SoFi Consumer Loan Program Trust, Series 2025-2, Class A                         | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690516 | PA      | $692761.15    | 0.06%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                                        | Reach ABS Trust, Series 2024-2A, Class A                                         | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182936 | PA      | $183307.65    | 0.01%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Illumina, Inc.                                         | Illumina, Inc.                                                                   | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2585317.41   | 0.21%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                         | Hewlett Packard Enterprise Co.                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2915439.72   | 0.23%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| F&G Global Funding                                     | F&G Global Funding                                                               | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    262000 | PA      | $258707.84    | 0.02%             | 2028-09-08      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4650000 | PA      | $4588378.15   | 0.37%             | 2032-03-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                              | Auxilior Term Funding LLC, Series 2023-1A, Class A2                              | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97080 | PA      | $97290.10     | 0.01%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                   | FS KKR Capital Corp.                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1113791.82   | 0.09%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                   | Jackson National Life Global Funding                                             | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1334338.04   | 0.11%             | 2028-06-05      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: —       |
| BANK5                                                  | BANK5, Series 2023-5YR3, Class A3                                                | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520000 | PA      | $1589109.99   | 0.13%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                    | COMM Mortgage Trust, Series 2024-CBM, Class A2                                   | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $210586.19    | 0.02%             | 2041-12-10      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                               | Westpac New Zealand Ltd.                                                         | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   2825000 | PA      | $2846440.62   | 0.23%             | 2027-02-26      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: —       |
| GS Mortgage Securities Corp. Trust                     | GS Mortgage Securities Corp. Trust, Series 2012-BWTR, Class A                    | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    957729 | PA      | $837344.57    | 0.07%             | 2034-11-05      | Fixed         | 2.95%                 | 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        |   2115000 | PA      | $2119962.42   | 0.17%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| U.S. Treasury Bills                                    | U.S. Treasury Bills                                                              | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  11462000 | PA      | $11446975.27  | 0.92%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                  | United Airlines, Inc.                                                            | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250186.59    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                            | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    720000 | PA      | $720699.12    | 0.06%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                           | Airbnb, Inc.                                                                     | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1247183.38   | 0.10%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust, Series 2018-3, Class A1                               | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190596 | PA      | $186948.69    | 0.02%             | 2058-05-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Eastman Chemical Co.                                   | Eastman Chemical Co.                                                             | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    960000 | PA      | $968806.73    | 0.08%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| UBS AG                                                 | UBS AG                                                                           | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   4523000 | PA      | $4517150.40   | 0.36%             | 2029-03-16      | Variable      | 4.30%                 | No            |                  2 | On Loan: —       |
| Stellantis Finance US, Inc.                            | Stellantis Finance US, Inc.                                                      | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   2289000 | PA      | $2276548.66   | 0.18%             | 2030-03-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| 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        |    653200 | PA      | $654478.97    | 0.05%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust, Series 2024-2, Class B                             | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1670000 | PA      | $1673231.45   | 0.13%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Enact Holdings, Inc.                                   | Enact Holdings, Inc.                                                             | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   2389000 | PA      | $2458738.66   | 0.20%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2025-P3, Class A3                         | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1370000 | PA      | $1365826.02   | 0.11%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                             | GATX Corp.                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1500917.84   | 0.12%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust, Series 2023-C, Class A3                          | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835676 | PA      | $841837.43    | 0.07%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                        | Nissan Motor Acceptance Co. LLC                                                  | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1324075.57   | 0.11%             | 2027-09-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: —       |
| Progressive Corp. (The)                                | Progressive Corp. (The)                                                          | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   4382000 | PA      | $4392007.30   | 0.35%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                        | Santander UK Group Holdings plc                                                  | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    885000 | PA      | $854612.53    | 0.07%             | 2036-09-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: —       |
| Southern California Edison Co.                         | Southern California Edison Co.                                                   | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2139000 | PA      | $2169048.59   | 0.17%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                     | USAA Capital Corp.                                                               | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2863256.66   | 0.23%             | 2028-06-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                 | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4150000 | PA      | $4197792.81   | 0.34%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: —       |
| Antares Holdings LP                                    | Antares Holdings LP                                                              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    687000 | PA      | $667656.07    | 0.05%             | 2027-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| Air Canada                                             | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $592034.28    | 0.05%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  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        |    240851 | PA      | $241271.79    | 0.02%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                    | NatWest Markets plc                                                              | CUSIP: 63906YAV0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   4434000 | PA      | $4445806.86   | 0.36%             | 2029-03-27      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| CVR Energy, Inc.                                       | CVR Energy, Inc.                                                                 | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1365117.79   | 0.11%             | 2031-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PK Alift Loan Funding 7 LP                             | PK Alift Loan Funding 7 LP, Series 2025-2, Class A                               | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    391545 | PA      | $389610.93    | 0.03%             | 2043-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                            | Extended Stay America Trust, Series 2025-ESH, Class A                            | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $440000.00    | 0.04%             | 2042-10-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury 10 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -391 | NC      | $762858.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Life Global Funding II                       | Principal Life Global Funding II                                                 | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   4145000 | PA      | $4170610.42   | 0.34%             | 2028-01-09      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: —       |
| PNC Bank NA                                            | PNC Bank NA                                                                      | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   5085000 | PA      | $5083058.24   | 0.41%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                       | Harley-Davidson Motorcycle Trust, Series 2023-B, Class A4                        | CUSIP: 41285YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1460000 | PA      | $1481016.41   | 0.12%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                | BMW Vehicle Lease Trust, Series 2025-1, Class A3                                 | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115000 | PA      | $1118687.64   | 0.09%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust, Series 2025-1, Class A3                   | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2315000 | PA      | $2324587.80   | 0.19%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                     | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2624000 | PA      | $2609605.58   | 0.21%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                  | McCormick & Co., Inc.                                                            | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1782534.56   | 0.14%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing LLC, Series 2025-1, Class A2                          | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    536433 | PA      | $537919.30    | 0.04%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2023-4, Class B                   | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2416153 | PA      | $2432105.32   | 0.20%             | 2028-12-15      | Fixed         | 5.77%                 | 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        |   5866000 | PA      | $5882387.84   | 0.47%             | 2029-06-20      | Fixed         | 5.21%                 | 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        |   2025000 | PA      | $2015817.03   | 0.16%             | 2031-08-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Reach Abs Trust                                        | Reach Abs Trust, Series 2026-1A, Class A                                         | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815567 | PA      | $815666.53    | 0.07%             | 2033-02-15      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                   | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2817000 | PA      | $2824359.75   | 0.23%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| LYB International Finance III LLC                      | LYB International Finance III LLC                                                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    591000 | PA      | $591719.02    | 0.05%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                          | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    895000 | PA      | $898710.92    | 0.07%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                        | Citizens Auto Receivables Trust, Series 2024-2, Class A3                         | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1402331 | PA      | $1408128.62   | 0.11%             | 2028-08-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| BHG Securitization Trust                               | BHG Securitization Trust, Series 2025-2CON, Class A                              | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    733352 | PA      | $737303.80    | 0.06%             | 2036-09-17      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| CF SECURED LLC                                         | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |   2792552 | PA      | $2792552.50   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                     | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4502000 | PA      | $4403377.39   | 0.35%             | 2032-02-24      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                 | Hercules Capital, Inc.                                                           | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    665000 | PA      | $651561.25    | 0.05%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                    | Vertiv Holdings Co.                                                              | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |   1933000 | PA      | $1879586.26   | 0.15%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2024-4A, Class C                     | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $561072.14    | 0.05%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2023-3, Class C                   | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1155000 | PA      | $1171672.31   | 0.09%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3468074.02   | 0.28%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                  | Protective Life Corp.                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1654900.85   | 0.13%             | 2031-01-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                | National Bank of Canada                                                          | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2880000 | PA      | $2888478.95   | 0.23%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: —       |
| Southwest Airlines Co.                                 | Southwest Airlines Co.                                                           | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    640000 | PA      | $631705.18    | 0.05%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp.                                   | MSD Investment Corp.                                                             | CUSIP: 55354LAB5<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    535000 | PA      | $523046.36    | 0.04%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| 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        |    946368 | PA      | $948925.46    | 0.08%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                      | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    380000 | PA      | $374755.00    | 0.03%             | 2028-08-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                | Golub Capital BDC, Inc.                                                          | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    202000 | PA      | $199390.13    | 0.02%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Credit Agricole SA                                     | Credit Agricole SA                                                               | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1091000 | PA      | $1102939.10   | 0.09%             | 2029-01-09      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: —       |
| 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        |   1250000 | PA      | $1254557.50   | 0.10%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                 | NXP BV                                                                           | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1204155.22   | 0.10%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust, Series 2023-B, Class A3                            | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1032292 | PA      | $1036864.43   | 0.08%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                   | Campbell's Co. (The)                                                             | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   2833000 | PA      | $2746529.47   | 0.22%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust, Series 2024-4, Class A3                                 | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $929854.03    | 0.07%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                              | Kubota Credit Owner Trust, Series 2025-2A, Class A2                              | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $667365.41    | 0.05%             | 2028-04-17      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                  | Las Vegas Sands Corp.                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2152671.35   | 0.17%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                          | Bank of New York Mellon (The)                                                    | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1168250.65   | 0.09%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                           | DC Commercial Mortgage Trust, Series 2023-DC, Class A                            | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190000 | PA      | $1212895.72   | 0.10%             | 2040-09-12      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Methanex US Operations, Inc.                           | Methanex US Operations, Inc.                                                     | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1468099.71   | 0.12%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables Owner Trust, Series 2023-4, Class A3                      | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    539918 | PA      | $544610.84    | 0.04%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust, Series 2024-1A, Class A3                             | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43461 | PA      | $43475.65     | 0.00%             | 2028-01-18      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| SiriusPoint Ltd.                                       | SiriusPoint Ltd.                                                                 | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |   1296000 | PA      | $1352482.70   | 0.11%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                               | Darden Restaurants, Inc.                                                         | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2978067.67   | 0.24%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                    | Omnicom Group, Inc.                                                              | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1199425.43   | 0.10%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust       | World Financial Network Credit Card Master Trust, Series 2023-A, Class A         | CUSIP: 981464HL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5960000 | PA      | $5966532.76   | 0.48%             | 2030-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                         | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5765000 | PA      | $5783725.93   | 0.47%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| METROPOLITAN LIFE INSURANCE COMPANY                    | Treasury Repurchase Agreement                                                    | CUSIP: N/A<br>LEI: 549300H7EXFMRS487544       | Long             | RA               | CORP              | US        |   9000000 | PA      | $9000000.00   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | Goldman Sachs Bank USA                                                           | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   3537000 | PA      | $3541378.88   | 0.29%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: —       |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                            | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1872000 | PA      | $1831464.27   | 0.15%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2028657 | PA      | $1866377.10   | 0.15%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                       | Harley-Davidson Motorcycle Trust, Series 2023-B, Class A3                        | CUSIP: 41285YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    877310 | PA      | $883654.38    | 0.07%             | 2028-08-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                    | Wells Fargo Bank NA                                                              | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2870671.05   | 0.23%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                    | Fifth Third Bank NA                                                              | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1836677.82   | 0.15%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd.                                      | Essent Group Ltd.                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   1125000 | PA      | $1163728.24   | 0.09%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2025-2A, Class A3                  | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $456310.76    | 0.04%             | 2029-05-15      | Fixed         | 4.51%                 | 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        |   2105000 | PA      | $2120925.59   | 0.17%             | 2055-12-20      | Fixed         | 5.64%                 | 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        |   1145000 | PA      | $1141040.70   | 0.09%             | 2030-08-12      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                      | Xcel Energy, Inc.                                                                | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351796.49    | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | 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        |   1030000 | PA      | $1036782.96   | 0.08%             | 2031-04-14      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                     | CNO Global Funding                                                               | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1799526.56   | 0.14%             | 2028-09-08      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Western Union Co. (The)                                | Western Union Co. (The)                                                          | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1246794.96   | 0.10%             | 2029-06-15      | Fixed         | 4.75%                 | 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        |   2935000 | PA      | $2970156.31   | 0.24%             | 2055-12-20      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                    | Brown & Brown, Inc.                                                              | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1945614.07   | 0.16%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Alimentation Couche-Tard, Inc.                         | Alimentation Couche-Tard, Inc.                                                   | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   1835000 | PA      | $1822165.77   | 0.15%             | 2028-09-29      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Capital Power US Holdings, Inc.                        | Capital Power US Holdings, Inc.                                                  | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $553274.89    | 0.04%             | 2028-06-01      | Fixed         | 5.26%                 | Yes           |                  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        |   4479000 | PA      | $4434163.55   | 0.36%             | 2030-01-22      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                              | SCF Equipment Leasing LLC, Series 2025-1A, Class A2                              | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    369326 | PA      | $370146.56    | 0.03%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  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        |   2550000 | PA      | $2537768.67   | 0.20%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                  | Lockheed Martin Corp.                                                            | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2882105.14   | 0.23%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                  | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1825000 | PA      | $1826063.83   | 0.15%             | 2028-10-16      | Fixed         | 4.59%                 | 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        |    334587 | PA      | $340177.10    | 0.03%             | 2035-04-17      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                    | Nissan Auto Receivables Owner Trust, Series 2023-B, Class A3                     | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477046 | PA      | $479881.75    | 0.04%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                 | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A2                  | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    271479 | PA      | $271793.96    | 0.02%             | 2059-10-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA                                                                             | CUSIP: 31410DWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23642 | PA      | $24229.85     | 0.00%             | 2036-08-01      | Variable      | 6.31%                 | 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        |   1026856 | PA      | $1028969.05   | 0.08%             | 2029-03-15      | Fixed         | 4.52%                 | 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        |   1462047 | PA      | $1472421.76   | 0.12%             | 2029-01-16      | Fixed         | 5.23%                 | Yes           |                  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        |    216627 | PA      | $217190.21    | 0.02%             | 2029-11-20      | Fixed         | 5.88%                 | 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        |    780000 | PA      | $773250.19    | 0.06%             | 2030-08-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                           | Pacific Gas and Electric Co.                                                     | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    902000 | PA      | $933372.52    | 0.08%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA                                                                             | CUSIP: 31403FFL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112350 | PA      | $115456.79    | 0.01%             | 2034-07-01      | Variable      | 6.54%                 | No            |                  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        |    680000 | PA      | $677546.42    | 0.05%             | 2029-11-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                         | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2450000 | PA      | $2423610.85   | 0.20%             | 2030-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                         | Atlas Warehouse Lending Co. LP                                                   | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2133276.59   | 0.17%             | 2028-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: —       |
| 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        |   3103641 | PA      | $3115351.57   | 0.25%             | 2027-07-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                  | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2115000 | PA      | $2142878.58   | 0.17%             | 2028-02-16      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: —       |
| 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        |   1355000 | PA      | $1357199.44   | 0.11%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                  | Dominion Energy, Inc.                                                            | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3390000 | PA      | $3400663.01   | 0.27%             | 2028-05-15      | Fixed         | 4.60%                 | 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        |   1220000 | PA      | $1219156.13   | 0.10%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                              | DLLMT LLC, Series 2023-1A, Class A3                                              | CUSIP: 232989AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1537436 | PA      | $1540807.23   | 0.12%             | 2027-03-22      | Fixed         | 5.34%                 | 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        |   1195000 | PA      | $1199387.80   | 0.10%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Public Storage Operating Co.                           | Public Storage Operating Co.                                                     | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   6145000 | PA      | $6154591.48   | 0.50%             | 2027-04-16      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                | Helmerich & Payne, Inc.                                                          | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2989764.87   | 0.24%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Lseg US Fin Corp.                                      | Lseg US Fin Corp.                                                                | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   6260000 | PA      | $6214374.87   | 0.50%             | 2029-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables Owner Trust, Series 2023-2, Class A3                      | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    789969 | PA      | $791920.07    | 0.06%             | 2027-11-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                              | Essential Utilities, Inc.                                                        | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2454302.20   | 0.20%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                          | Gartner, Inc.                                                                    | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   4419000 | PA      | $4310782.67   | 0.35%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| GA Global Funding Trust                                | GA Global Funding Trust                                                          | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2826846.45   | 0.23%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: —       |
| ASB Bank Ltd.                                          | ASB Bank Ltd.                                                                    | CUSIP: 00216LAG8<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |   4110000 | PA      | $4118060.41   | 0.33%             | 2026-06-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing LLC, Series 2022-2A, Class A                             | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1565000 | PA      | $1529897.99   | 0.12%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| American National Global Funding                       | American National Global Funding                                                 | CUSIP: 02771D2D5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $833550.12    | 0.07%             | 2028-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                     | ITC Holdings Corp.                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   4180000 | PA      | $4199659.75   | 0.34%             | 2027-09-22      | Fixed         | 4.95%                 | 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        |    574255 | PA      | $579799.45    | 0.05%             | 2043-02-20      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Gabx Leasing LLC                                       | Gabx Leasing LLC                                                                 | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   4451000 | PA      | $4387859.23   | 0.35%             | 2031-04-15      | Fixed         | 4.62%                 | Yes           |                  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        |   1055000 | PA      | $1059155.96   | 0.09%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                      | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    780000 | PA      | $790667.19    | 0.06%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: —       |
| Ares Strategic Income Fund                             | Ares Strategic Income Fund                                                       | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1178169.80   | 0.09%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| 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        |   3950000 | PA      | $3986440.73   | 0.32%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                             | US Bank NA                                                                       | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   3221000 | PA      | $3223650.53   | 0.26%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                    | Citibank Credit Card Issuance Trust, Series 2025-A1, Class A                     | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   5290000 | PA      | $5305625.07   | 0.43%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4440000 | PA      | $4472367.78   | 0.36%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | UMBS                                                                             | CUSIP: 3140JHAG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2244735 | PA      | $2149246.46   | 0.17%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp.                                   | MSD Investment Corp.                                                             | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    389000 | PA      | $377225.91    | 0.03%             | 2031-02-05      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                             | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2918714.41   | 0.24%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Ally Auto Receivables Trust                            | Ally Auto Receivables Trust, Series 2026-1, Class A3                             | CUSIP: 02008PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1193365.44   | 0.10%             | 2030-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                              | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  89223000 | PA      | $88518975.21  | 7.13%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Corebridge Global Funding                              | Corebridge Global Funding                                                        | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   5790000 | PA      | $5748910.34   | 0.46%             | 2028-08-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                  | Camden Property Trust                                                            | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    886000 | PA      | $859334.32    | 0.07%             | 2036-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Blue Owl Credit Income Corp.                           | Blue Owl Credit Income Corp.                                                     | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    555000 | PA      | $552891.67    | 0.04%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Baxter International, Inc.                             | Baxter International, Inc.                                                       | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $3099518.81   | 0.25%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Fedex Freight Holding Co., Inc.                        | Fedex Freight Holding Co., Inc.                                                  | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   6360000 | PA      | $6283736.10   | 0.51%             | 2029-03-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: —       |
| 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        |   1635000 | PA      | $1641155.12   | 0.13%             | 2029-01-16      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                     | Credit Agricole SA                                                               | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2694000 | PA      | $2656958.95   | 0.21%             | 2032-01-12      | Variable      | 4.66%                 | 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        |   2765000 | PA      | $2737161.70   | 0.22%             | 2056-01-30      | Fixed         | 6.67%                 | 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        |   1540000 | PA      | $1561557.23   | 0.13%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2335000 | PA      | $2360619.57   | 0.19%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: —       |
| BANK5                                                  | BANK5, Series 2023-5YR4, Class A3                                                | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    562649 | PA      | $584319.98    | 0.05%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                             | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2905000 | PA      | $2908222.20   | 0.23%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                 | Stellantis Financial Services US Corp.                                           | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1655840.98   | 0.13%             | 2028-09-15      | Fixed         | 4.95%                 | 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        |    759153 | PA      | $761998.25    | 0.06%             | 2028-08-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2023-3A, Class C                       | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $568411.52    | 0.05%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp                                             | PacifiCorp                                                                       | CUSIP: 695114DN5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    883000 | PA      | $885237.20    | 0.07%             | 2031-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| ING Groep NV                                           | ING Groep NV, Series VAR                                                         | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6260000 | PA      | $6222519.94   | 0.50%             | 2032-03-23      | Variable      | 4.80%                 | 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        |   2580000 | PA      | $2580087.46   | 0.21%             | 2032-11-22      | Fixed         | 4.07%                 | 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        |   2350000 | PA      | $1972543.94   | 0.16%             | 2061-10-20      | Fixed         | 1.91%                 | 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        |   2370000 | PA      | $2362415.76   | 0.19%             | 2033-01-12      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                   | Honda Motor Co. Ltd.                                                             | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   2838000 | PA      | $2831474.90   | 0.23%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                           | Ameren Corp.                                                                     | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $4205167.34   | 0.34%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Hewlett Packard Enterprise Co.                         | Hewlett Packard Enterprise Co.                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2888000 | PA      | $2864886.24   | 0.23%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Microchip Technology, Inc.                             | Microchip Technology, Inc.                                                       | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $4165063.06   | 0.34%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                       | Wheels Fleet Lease Funding 1 LLC, Series 2023-1A, Class A                        | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1229268 | PA      | $1234772.41   | 0.10%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                     | Macquarie Airfinance Holdings Ltd.                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1190000 | PA      | $1194289.46   | 0.10%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: —       |
| FHLMC                                                  | FHLMC                                                                            | CUSIP: 3128S4WH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51530 | PA      | $53120.15     | 0.00%             | 2037-06-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                 | Standard Chartered plc                                                           | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2310000 | PA      | $2255484.25   | 0.18%             | 2032-06-05      | Variable      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| SCOTT Trust                                            | SCOTT Trust, Series 2023-SFS, Class A                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $117066.40    | 0.01%             | 2040-03-10      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2023-3A, Class A                | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3920000 | PA      | $3948000.17   | 0.32%             | 2028-02-22      | Fixed         | 5.44%                 | 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        |   1470000 | PA      | $1472405.51   | 0.12%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Marex Group plc                                        | Marex Group plc                                                                  | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   1295000 | PA      | $1308976.61   | 0.11%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: —       |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust, Series 2025-1A, Class A3                             | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1856660.93   | 0.15%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2025-3EXT, Class A                          | CUSIP: 43283DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1381093 | PA      | $1369396.18   | 0.11%             | 2044-10-25      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                         | Atlas Warehouse Lending Co. LP                                                   | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    955000 | PA      | $940547.96    | 0.08%             | 2028-11-15      | Fixed         | 4.62%                 | 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        |    169660 | PA      | $170060.59    | 0.01%             | 2028-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1949831.40   | 0.16%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                     | United Airlines Pass-Through Trust, Series 2020-1, Class A                       | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    976819 | PA      | $993136.90    | 0.08%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                         | ACHV ABS TRUST, Series 2024-2PL, Class A                                         | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208933 | PA      | $209644.80    | 0.02%             | 2031-10-27      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                             | Flagship Credit Auto Trust, Series 2023-2, Class C                               | CUSIP: 33843EAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5315000 | PA      | $5341062.10   | 0.43%             | 2029-05-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class B            | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $636792.29    | 0.05%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust, Series 2025-A, Class A3                            | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1735000 | PA      | $1743016.74   | 0.14%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                    | Mutual of Omaha Cos. Global Funding                                              | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4892641.69   | 0.39%             | 2027-04-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Met Tower Global Funding                               | Met Tower Global Funding                                                         | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   4208000 | PA      | $4163888.08   | 0.34%             | 2029-01-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury 10 Year Ultra Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -31 | NC      | $21867.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                                   | Conagra Brands, Inc.                                                             | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $4143766.03   | 0.33%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| 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        |   1855000 | PA      | $1846397.99   | 0.15%             | 2030-10-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                      | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4555000 | PA      | $4569038.37   | 0.37%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: —       |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing LLC, Series 2025-3, Class A2                          | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1255000 | PA      | $1257966.69   | 0.10%             | 2028-04-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                   | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3347000 | PA      | $3313223.75   | 0.27%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: —       |
| ANZ New Zealand Int'l Ltd.                             | ANZ New Zealand International Ltd.                                               | CUSIP: 00182EBV0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |   4082000 | PA      | $4047828.35   | 0.33%             | 2029-01-22      | Fixed         | 4.00%                 | 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        |   1430000 | PA      | $1435394.96   | 0.12%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                   | Bain Capital Specialty Finance, Inc.                                             | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    715000 | PA      | $692229.02    | 0.06%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| CGI, Inc.                                              | CGI, Inc.                                                                        | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   2528000 | PA      | $2541096.38   | 0.20%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| N/A                                                    | U.S. Treasury 2 Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       110 | NC      | $-166058.86   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA, Inc.                                            | IQVIA, Inc.                                                                      | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1345940.12   | 0.11%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Cantor Fitzgerald LP                                   | Cantor Fitzgerald LP                                                             | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1106409.73   | 0.09%             | 2028-12-12      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: —       |
| Hercules Capital, Inc.                                 | Hercules Capital, Inc.                                                           | CUSIP: 42711MAA1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    890000 | PA      | $872378.94    | 0.07%             | 2029-02-10      | Fixed         | 5.35%                 | No            |                  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        |   1201257 | PA      | $1205831.22   | 0.10%             | 2030-04-15      | Fixed         | 4.71%                 | 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        |   3945000 | PA      | $3939673.86   | 0.32%             | 2028-09-25      | Fixed         | 3.97%                 | 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        |   4815000 | PA      | $4842041.52   | 0.39%             | 2028-09-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                         | Element Fleet Management Corp.                                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   3045000 | PA      | $3070119.70   | 0.25%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: —       |
| Aircastle Ltd.                                         | Aircastle Ltd.                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1010000 | PA      | $1047125.14   | 0.08%             | 2028-07-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| GE HealthCare Technologies, Inc.                       | GE HealthCare Technologies, Inc.                                                 | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    460000 | PA      | $456995.94    | 0.04%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                             | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3100000 | PA      | $3099995.04   | 0.25%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                        | EMD Finance LLC                                                                  | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   4055000 | PA      | $4036022.36   | 0.33%             | 2028-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    855000 | PA      | $867678.80    | 0.07%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                            | Ally Auto Receivables Trust, Series 2025-1, Class A3                             | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1335000 | PA      | $1333578.63   | 0.11%             | 2030-03-15      | Fixed         | 3.96%                 | 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        |    710000 | PA      | $710597.25    | 0.06%             | 2042-12-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                   | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    645000 | PA      | $654820.29    | 0.05%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: —       |
| Athene Global Funding                                  | Athene Global Funding                                                            | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2913000 | PA      | $2902578.71   | 0.23%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: —       |
| Rocket Cos., Inc.                                      | Rocket Cos., Inc.                                                                | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $263937.66    | 0.02%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3105000 | PA      | $3129840.19   | 0.25%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2025-1A, Class A3                  | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $542205.85    | 0.04%             | 2028-08-15      | Fixed         | 4.75%                 | 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        |    655486 | PA      | $665888.35    | 0.05%             | 2039-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                         | VStrong Auto Receivables Trust, Series 2024-A, Class B                           | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $359106.68    | 0.03%             | 2030-07-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Flex Ltd.                                              | Flex Ltd.                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   2845000 | PA      | $2903127.08   | 0.23%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                         | EPR Properties                                                                   | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1877000 | PA      | $1831931.67   | 0.15%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  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        |   1104804 | PA      | $1102093.82   | 0.09%             | 2031-02-18      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.           | Fidelity National Information Services, Inc.                                     | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   4412000 | PA      | $4391196.63   | 0.35%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                           | MassMutual Global Funding II                                                     | CUSIP: 57629TCB1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   3562000 | PA      | $3524390.16   | 0.28%             | 2029-01-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                                 | Jacobs Solutions, Inc.                                                           | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1690994.34   | 0.14%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  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        |    735000 | PA      | $733351.47    | 0.06%             | 2029-03-16      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                         | Hewlett Packard Enterprise Co.                                                   | CUSIP: 42824CCE7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1675000.79   | 0.13%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust, Series 2023-D, Class A3                       | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755139 | PA      | $762340.24    | 0.06%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                   | Bain Capital Specialty Finance, Inc.                                             | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1049428.93   | 0.08%             | 2031-03-01      | Fixed         | 5.95%                 | 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        |    605230 | PA      | $607599.00    | 0.05%             | 2028-04-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                             | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2883000 | PA      | $2837968.35   | 0.23%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: —       |
| Georgia-Pacific LLC                                    | Georgia-Pacific LLC                                                              | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2768178.17   | 0.22%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: —       |
| PacifiCorp                                             | PacifiCorp                                                                       | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2308540.85   | 0.19%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  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        |    295000 | PA      | $297043.76    | 0.02%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                    | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    720000 | PA      | $719403.80    | 0.06%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust       | World Financial Network Credit Card Master Trust, Series 2024-A, Class A         | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1290000 | PA      | $1307262.78   | 0.11%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                   | Ally Financial, Inc.                                                             | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    965000 | PA      | $980049.90    | 0.08%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                  | FHLMC Multifamily Structured Pass-Through Certificates, Series K531, Class AS    | CUSIP: 3137HHUP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7499862 | PA      | $7480441.21   | 0.60%             | 2029-09-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                 | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1160000 | PA      | $1170402.71   | 0.09%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                | Golub Capital BDC, Inc.                                                          | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1067753.26   | 0.09%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                              | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81069000 | PA      | $80635154.38  | 6.50%             | 2027-10-31      | Fixed         | 3.50%                 | 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        |    685130 | PA      | $686026.20    | 0.06%             | 2028-04-10      | Fixed         | 4.72%                 | 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        |   1236109 | PA      | $1238591.80   | 0.10%             | 2028-02-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                     | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   3200000 | PA      | $3162732.42   | 0.25%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                          | Sixth Street Lending Partners                                                    | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1312849.93   | 0.11%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                       | Wheels Fleet Lease Funding 1 LLC, Series 2024-1A, Class A1                       | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1192840 | PA      | $1203240.95   | 0.10%             | 2039-02-18      | Fixed         | 5.49%                 | Yes           |                  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        |    360000 | PA      | $360481.18    | 0.03%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  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        |    451341 | PA      | $455844.89    | 0.04%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                        | Prestige Auto Receivables Trust, Series 2023-1A, Class C                         | CUSIP: 74113GAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200805 | PA      | $1201390.28   | 0.10%             | 2028-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp.                                     | Ares Capital Corp.                                                               | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1053691.42   | 0.08%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing LLC, Series 2024-1, Class A2                          | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    816296 | PA      | $820292.16    | 0.07%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  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        |   1210179 | PA      | $1210529.10   | 0.10%             | 2028-10-16      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                            | Imperial Brands Finance plc                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1460000 | PA      | $1461076.47   | 0.12%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                            | Citibank NA                                                                      | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    810000 | PA      | $812626.82    | 0.07%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust, Series 2025-1A, Class A3              | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1157458.33   | 0.09%             | 2030-07-22      | Fixed         | 4.75%                 | 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        |    598679 | PA      | $599933.68    | 0.05%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                           | Pacific Gas and Electric Co.                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    435000 | PA      | $438684.85    | 0.04%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark Mortgage Trust, Series 2023-V2, Class A3                               | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2590000 | PA      | $2645522.09   | 0.21%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                   | Caterpillar Financial Services Corp.                                             | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   5775000 | PA      | $5747352.30   | 0.46%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                           | DNB Bank ASA                                                                     | CUSIP: 23341CAH6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   4096000 | PA      | $4086239.68   | 0.33%             | 2032-03-30      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                           | Marriott International, Inc.                                                     | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   5790000 | PA      | $5781092.78   | 0.47%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| United Airlines Pass-Through Trust                     | United Airlines Pass-Through Trust, Series 2019-2, Class B                       | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65487 | PA      | $63987.39     | 0.01%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                     | Hyatt Hotels Corp.                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015608.03   | 0.08%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Mercedes-Benz Finance North America LLC                | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JBP1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   5909000 | PA      | $5866333.83   | 0.47%             | 2029-03-10      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                           | New York Life Global Funding                                                     | CUSIP: 64952WFS7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1552000 | PA      | $1540063.40   | 0.12%             | 2029-02-02      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: —       |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust, Series 2023-3, Class A3                            | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1239491 | PA      | $1243184.64   | 0.10%             | 2029-04-23      | Fixed         | 5.93%                 | 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        |   1340000 | PA      | $1345338.29   | 0.11%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential Trust                               | Tricon Residential Trust, Series 2022-SFR1, Class D                              | CUSIP: 89616QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2233872.68   | 0.18%             | 2039-04-17      | Fixed         | 4.75%                 | Yes           |                  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        |   3315000 | PA      | $3300844.62   | 0.27%             | 2029-04-20      | Fixed         | 4.11%                 | 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        |    653756 | PA      | $654048.50    | 0.05%             | 2027-12-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                             | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAV7<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1112782.51   | 0.09%             | 2031-04-02      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                            | CUSIP: 3128JN3K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77264 | PA      | $79485.97     | 0.01%             | 2037-10-01      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2024-VLT4, Class A                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1665000 | PA      | $1654593.75   | 0.13%             | 2041-06-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2025-VLT7, Class A                                              | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2870000 | PA      | $2857443.75   | 0.23%             | 2044-07-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                    | Volkswagen Auto Loan Enhanced Trust, Series 2023-1, Class A3                     | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    824518 | PA      | $827715.59    | 0.07%             | 2028-06-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                          | Orbia Advance Corp. SAB de CV                                                    | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   1239000 | PA      | $1217689.20   | 0.10%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: —       |
| Chase Auto Owner Trust                                 | Chase Auto Owner Trust, Series 2024-5A, Class A3                                 | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1760000 | PA      | $1760603.68   | 0.14%             | 2029-08-27      | Fixed         | 4.18%                 | 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        |   1143587 | PA      | $1146007.01   | 0.09%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| eBay, Inc.                                             | eBay, Inc.                                                                       | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    960000 | PA      | $954951.41    | 0.08%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                | Molina Healthcare, Inc.                                                          | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2015365.87   | 0.16%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Kodiak Gas Services LLC                                | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1527527.59   | 0.12%             | 2031-04-01      | Fixed         | 5.88%                 | 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        |    630000 | PA      | $634648.14    | 0.05%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                            | Huntington Bancshares, Inc.                                                      | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2194141.04   | 0.18%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: —       |
| 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        |   1345000 | PA      | $1346274.12   | 0.11%             | 2031-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                       | ABN AMRO Bank NV                                                                 | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $1815305.92   | 0.15%             | 2027-09-18      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: —       |
| 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        |   3585000 | PA      | $3590956.12   | 0.29%             | 2029-01-22      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                    | Public Service Co. of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2313028.50   | 0.19%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                   | USB Auto Owner Trust, Series 2025-1A, Class A3                                   | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $582384.90    | 0.05%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                           | American Honda Finance Corp.                                                     | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3583000 | PA      | $3539220.36   | 0.29%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Norinchukin Bank (The)                                 | Norinchukin Bank (The)                                                           | CUSIP: 656029AR6<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   2935000 | PA      | $2901479.95   | 0.23%             | 2031-03-10      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: —       |
| Republic Finance Issuance Trust                        | Republic Finance Issuance Trust, Series 2024-A, Class A                          | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    960000 | PA      | $963590.11    | 0.08%             | 2032-08-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2025-P2, Class A3                         | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1710000 | PA      | $1716343.76   | 0.14%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables Owner Trust, Series 2023-C, Class A3                     | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    609898 | PA      | $612663.59    | 0.05%             | 2028-04-17      | Fixed         | 5.16%                 | 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        |   2975000 | PA      | $2994569.25   | 0.24%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                         | ACHV ABS TRUST, Series 2024-1PL, Class A                                         | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78932 | PA      | $79174.87     | 0.01%             | 2031-04-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class A3           | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905000 | PA      | $907383.32    | 0.07%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3141076 | PA      | $2965614.79   | 0.24%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust, Series 2025-2A, Class A3              | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1980000 | PA      | $1989048.40   | 0.16%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| New Mountain Finance Corp.                             | New Mountain Finance Corp.                                                       | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    660000 | PA      | $656816.19    | 0.05%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GECU Auto Receivables Trust                            | GECU Auto Receivables Trust, Series 2023-1A, Class A3                            | CUSIP: 36169EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997539 | PA      | $1000596.83   | 0.08%             | 2028-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                      | Blue Owl Technology Finance Corp.                                                | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1343289.10   | 0.11%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Carnival Corp.                                         | Carnival Corp.                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   4095000 | PA      | $4127481.54   | 0.33%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Hyundai Capital America                                | Hyundai Capital America                                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1935439.43   | 0.16%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: —       |
| Regional Management Issuance Trust                     | Regional Management Issuance Trust, Series 2024-1, Class A                       | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225000 | PA      | $1241964.90   | 0.10%             | 2036-07-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                       | AutoNation, Inc.                                                                 | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1237624.56   | 0.10%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                                     | Smith & Nephew plc                                                               | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   3040000 | PA      | $3055486.76   | 0.25%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2025-BMS, Class A | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1660000 | PA      | $1655850.00   | 0.13%             | 2042-01-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2914382.60   | 0.23%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust               | Capital One Prime Auto Receivables Trust, Series 2023-2, Class A3                | CUSIP: 14044EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1761451 | PA      | $1777519.40   | 0.14%             | 2028-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                             | Sherwin-Williams Co. (The)                                                       | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   3985000 | PA      | $3976417.98   | 0.32%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Notes                                    | U.S. Treasury Notes                                                              | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3955000 | PA      | $3963527.97   | 0.32%             | 2026-06-30      | Fixed         | 4.62%                 | 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        |   2138758 | PA      | $2141769.09   | 0.17%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                 | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAF1<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   2704000 | PA      | $2629560.75   | 0.21%             | 2033-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                         | United Airlines Holdings, Inc.                                                   | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2865779.38   | 0.23%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                     | Regency Centers LP                                                               | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    473000 | PA      | $461239.82    | 0.04%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1513000 | PA      | $1517980.07   | 0.12%             | 2028-01-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                    | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1769984.95   | 0.14%             | 2034-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                                | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $3033405.21   | 0.24%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| CSMC OA LLC                                            | CSMC OA LLC, Series 2014-USA, Class A2                                           | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1545000 | PA      | $1414666.58   | 0.11%             | 2037-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                             | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4100000 | PA      | $4128290.04   | 0.33%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                               | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1144853.32   | 0.09%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Crockett Partners Equipment Co. IIA LLC                | Crockett Partners Equipment Co. IIA LLC, Series 2024-1C, Class A                 | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1989848 | PA      | $2013143.41   | 0.16%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                          | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371598.14    | 0.03%             | 2028-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Fortitude Global Funding                               | Fortitude Global Funding                                                         | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1177920.11   | 0.09%             | 2028-10-06      | Fixed         | 4.62%                 | 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        |   1273585 | PA      | $1282976.40   | 0.10%             | 2032-07-20      | Fixed         | 5.80%                 | 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        |    344150 | PA      | $347010.22    | 0.03%             | 2030-06-17      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Marex Group plc                                        | Marex Group plc                                                                  | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   1120000 | PA      | $1153455.49   | 0.09%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| 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        |   1271980 | PA      | $1281171.16   | 0.10%             | 2041-06-20      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                 | WEC Energy Group, Inc.                                                           | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1446250.03   | 0.12%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                              | Mid-America Apartments LP                                                        | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    480000 | PA      | $471416.55    | 0.04%             | 2033-01-15      | Fixed         | 4.65%                 | 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        |   2748334 | PA      | $2771571.58   | 0.22%             | 2029-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                 | Sammons Financial Group Global Funding                                           | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2017465.74   | 0.16%             | 2028-01-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: —       |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2025-3A, Class A2                      | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    723662 | PA      | $724323.09    | 0.06%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust, Series 2023-1A, Class A3              | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1630489 | PA      | $1637680.66   | 0.13%             | 2028-10-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                     | GS Mortgage Securities Corp. Trust, Series 2013-PEMB, Class A                    | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $294538.00    | 0.02%             | 2033-03-05      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                | Golub Capital BDC, Inc.                                                          | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    585000 | PA      | $583103.56    | 0.05%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BHG Securitization Trust                               | BHG Securitization Trust, Series 2023-B, Class A                                 | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    721540 | PA      | $749592.45    | 0.06%             | 2036-12-17      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                              | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    641000 | PA      | $625312.61    | 0.05%             | 2031-01-23      | Fixed         | 5.70%                 | Yes           |                  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        |   1090000 | PA      | $1091232.14   | 0.09%             | 2030-05-15      | Fixed         | 4.45%                 | 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        |   2393988 | PA      | $2416850.58   | 0.19%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd.                                       | Invesco CLO Ltd., Series 2021-1A, Class A1                                       | CUSIP: 46090XAA9<br>LEI: 25490016C8NV86EY2059 | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1348594.65   | 0.11%             | 2034-04-15      | Floating      | 4.93%                 | 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        |   1360000 | PA      | $1346810.58   | 0.11%             | 2031-02-18      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Hasbro, Inc.                                           | Hasbro, Inc.                                                                     | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    845000 | PA      | $834454.89    | 0.07%             | 2031-03-12      | Fixed         | 4.65%                 | 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        |   1166583 | PA      | $1174250.62   | 0.09%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                           | Canadian Pacific Railway Co.                                                     | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1388000 | PA      | $1372821.00   | 0.11%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                       | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   2388000 | PA      | $2388345.42   | 0.19%             | 2028-05-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                              | Honeywell Aerospace, Inc.                                                        | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3145606.77   | 0.25%             | 2031-03-16      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                            | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4416000 | PA      | $4372759.99   | 0.35%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                             | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2566338.30   | 0.21%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Main Street Capital Corp.                              | Main Street Capital Corp.                                                        | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    655000 | PA      | $660602.50    | 0.05%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  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        |   4710000 | PA      | $4695106.51   | 0.38%             | 2032-11-18      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Depository Trust Co. (The)                             | Depository Trust Co. (The)                                                       | CUSIP: 249672AC0<br>LEI: 549300HBJLRO8YFMI370 | Long             | DBT              | CORP              | US        |   2789000 | PA      | $2791099.06   | 0.22%             | 2029-03-27      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                             | Aviation Capital Group LLC                                                       | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    747000 | PA      | $736110.12    | 0.06%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                        | M&T Bank Auto Receivables Trust, Series 2025-1A, Class A3                        | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1259343.38   | 0.10%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                 | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2068176.13   | 0.17%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust, Series 2023-4A, Class B                              | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760000 | PA      | $768499.69    | 0.06%             | 2028-10-16      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust                          | TCO Commercial Mortgage Trust, Series 2024-DPM, Class A                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1055000 | PA      | $1053351.56   | 0.08%             | 2039-12-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust               | Capital One Prime Auto Receivables Trust, Series 2024-1, Class A2A               | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75642 | PA      | $75670.77     | 0.01%             | 2027-10-15      | Fixed         | 4.61%                 | 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        |   1654434 | PA      | $1654434.17   | 0.13%             | 2043-02-15      | Floating      | 4.87%                 | 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        |   1730000 | PA      | $1727575.92   | 0.14%             | 2031-02-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                   | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3420000 | PA      | $3432157.83   | 0.28%             | 2029-05-09      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: —       |
| Jefferies Financial Group, Inc.                        | Jefferies Financial Group, Inc.                                                  | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    667000 | PA      | $640182.66    | 0.05%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Brighthouse Financial Global Funding                   | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $3074655.38   | 0.25%             | 2027-04-09      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: —       |
| Host Hotels & Resorts LP                               | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    945000 | PA      | $933800.53    | 0.08%             | 2028-12-15      | Fixed         | 4.25%                 | 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        |   1915000 | PA      | $1931562.26   | 0.16%             | 2029-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Post Road Equipment Finance LLC                        | Post Road Equipment Finance LLC, Series 2024-1A, Class A2                        | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126867 | PA      | $127168.02    | 0.01%             | 2029-11-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank (The)                         | Huntington National Bank (The)                                                   | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2990072.97   | 0.24%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: —       |
| Carmax Auto Owner Trust                                | CarMax Auto Owner Trust, Series 2025-2, Class A2A                                | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115254 | PA      | $1117275.43   | 0.09%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                        | Hertz Vehicle Financing III LLC, Series 2023-3A, Class A                         | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2490000 | PA      | $2515722.20   | 0.20%             | 2028-02-25      | Fixed         | 5.94%                 | 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        |   1815000 | PA      | $1811617.02   | 0.15%             | 2028-05-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                         | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   1208000 | PA      | $1216456.00   | 0.10%             | 2029-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                            | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2547681.27   | 0.21%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.02         | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2023-2A, Class A2                      | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145061 | PA      | $145304.63    | 0.01%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                            | Swedbank AB                                                                      | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1370000 | PA      | $1380821.30   | 0.11%             | 2026-09-12      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| TTX Co.                                                | TTX Co.                                                                          | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3987240.32   | 0.32%             | 2026-09-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust, Series 2023-4, Class A3      | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1312631 | PA      | $1323844.92   | 0.11%             | 2028-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                             | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1662541.19   | 0.13%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Apollo Debt Solutions BDC                              | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    603000 | PA      | $593513.36    | 0.05%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                              | Main Street Capital Corp.                                                        | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1245740.08   | 0.10%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                           | National Australia Bank Ltd.                                                     | CUSIP: 632525CQ2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   6365000 | PA      | $6316848.14   | 0.51%             | 2028-12-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp.                            | Maple Parent Holdings Corp.                                                      | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1160075.08   | 0.09%             | 2031-03-26      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Barings BDC, Inc.                                      | Barings BDC, Inc.                                                                | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1504700.10   | 0.12%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                    | General Mills, Inc.                                                              | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2178006.63   | 0.18%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                   | Eastman Chemical Co.                                                             | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   2954000 | PA      | $2888332.52   | 0.23%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC, Series 2023-1A, Class A1                              | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1348498 | PA      | $1350438.19   | 0.11%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

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

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer