# EDGAR Filing Document

**Accession Number:** 0000353905
**File Stem:** 0001752724-25-195225
**Filing Date:** 2025-8
**Character Count:** 215148
**Document Hash:** 7c786e9c32be7188f8809c327c93e4b5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-195225.hdr.sgml**: 20250820

**ACCESSION NUMBER**: 0001752724-25-195225

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250820

**DATE AS OF CHANGE**: 20250820

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03213
- **FILM NUMBER:** 251236572

**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      |  |

## 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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1244784434.08

**Total Liabilities:** $90970060.11

**Net Assets:** $1153814373.97

**Cash Not Reported:** $38543157.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5096.24366600 | **1-Year:** 77147.32615500 | **5-Year:** 94050.41607700 | **10-Year:** 16033.54740200 | **30-Year:** 2.92851500

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

- **3-Month:** 69.76185700 | **1-Year:** 3025.66562000 | **5-Year:** 9882.69628800 | **10-Year:** 1323.53030600 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000059825 | 0.40%                | 0.30%                | 0.80%                |
| Class ID C000059826 | 0.41%                | 0.20%                | 0.81%                |
| Class ID C000059827 | 0.40%                | 0.30%                | 0.80%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $178529.66               | $943471.02                                 |
| Month 2  | $462772.70               | $-2291765.75                               |
| Month 3  | $776154.63               | $4313470.29                                |

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UniCredit SpA                                          | UniCredit SpA                                                                    | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1950000 | PA      | $1939936.60   | 0.17%             | 2026-09-22      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| 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        |    951181 | PA      | $899479.72    | 0.08%             | 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        |   1218776 | PA      | $1236146.75   | 0.11%             | 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      | $4271139.92   | 0.37%             | 2028-05-23      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust, Series 2024-1, Class A3                | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3125000 | PA      | $3154689.69   | 0.27%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PVH Corp.                                              | PVH Corp.                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   3195000 | PA      | $3217872.56   | 0.28%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2023-2A, Class B                       | CUSIP: 22537EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6600000 | PA      | $6692588.10   | 0.58%             | 2033-07-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                | Helmerich & Payne, Inc.                                                          | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2851087.92   | 0.25%             | 2029-12-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: —       |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust, Series 2024-C, Class A3                                   | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    855000 | PA      | $856703.59    | 0.07%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                      | Affirm Asset Securitization Trust, Series 2024-A, Class A                        | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1135000 | PA      | $1140162.32   | 0.10%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3643345.99   | 0.32%             | 2027-04-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing LLC, Series 2023-2, Class A2                          | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1439671 | PA      | $1448291.36   | 0.13%             | 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      | $3592767.24   | 0.31%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| World Omni Select Auto Trust                           | World Omni Select Auto Trust, Series 2024-A, Class A3                            | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | PA      | $1095707.46   | 0.09%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                      | Enterprise Products Operating LLC                                                | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3855000 | PA      | $3884326.30   | 0.34%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4095827.78   | 0.35%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                               | Celanese US Holdings LLC                                                         | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    516000 | PA      | $534361.23    | 0.05%             | 2027-07-15      | Fixed         | 6.41%                 | 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        |   3755000 | PA      | $3753378.97   | 0.33%             | 2027-09-20      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                    | Volkswagen Auto Loan Enhanced Trust, Series 2024-1, Class A2A                    | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2710383 | PA      | $2712821.77   | 0.24%             | 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      | $1751197.00   | 0.15%             | 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      | $1368084.08   | 0.12%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                 | Mineral Resources Ltd.                                                           | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   1485000 | PA      | $1519760.88   | 0.13%             | 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      | $2914942.37   | 0.25%             | 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      | $835521.38    | 0.07%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                 | Hercules Capital, Inc.                                                           | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    590000 | PA      | $588790.68    | 0.05%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                 | Blue Owl Capital Corp.                                                           | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1808578.57   | 0.16%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                   | Edison International                                                             | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    830000 | PA      | $828713.33    | 0.07%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | UMBS                                                                             | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4964851 | PA      | $4758017.33   | 0.41%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP              | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2739686.76   | 0.24%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2275000 | PA      | $2292937.42   | 0.20%             | 2025-11-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| American National Group, Inc.                          | American National Group, Inc.                                                    | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2207926.95   | 0.19%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                         | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1960000 | PA      | $2000070.57   | 0.17%             | 2030-05-15      | Fixed         | 5.20%                 | 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        |       735 | PA      | $726.69       | 0.00%             | 2033-11-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust, Series 2023-2A, Class B                                     | CUSIP: 23346CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1457387 | PA      | $1458673.81   | 0.13%             | 2029-02-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| 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        |   2508665 | PA      | $2513234.20   | 0.22%             | 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      | $4216552.26   | 0.37%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group plc                              | Bank of Ireland Group plc                                                        | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   2390000 | PA      | $2397664.99   | 0.21%             | 2026-09-16      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2939347.87   | 0.25%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: —       |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2023-4, Class B             | CUSIP: 02530CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    788406 | PA      | $789495.63    | 0.07%             | 2028-02-14      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Equitable America Global Funding                       | Equitable America Global Funding                                                 | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   5790000 | PA      | $5823758.88   | 0.50%             | 2028-06-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Spire, Inc.                                            | Spire, Inc.                                                                      | CUSIP: 84857LAC5<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   3985000 | PA      | $3998832.97   | 0.35%             | 2026-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust, Series 2024-3, Class A3                   | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1549634.05   | 0.13%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Weir Group, Inc.                                       | Weir Group, Inc.                                                                 | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1389180.01   | 0.12%             | 2030-05-06      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| American National Global Funding                       | American National Global Funding                                                 | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2899420.15   | 0.25%             | 2030-06-03      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                      | American Electric Power Co., Inc.                                                | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1371082.22   | 0.12%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                        | Whirlpool Corp.                                                                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    470000 | PA      | $474130.72    | 0.04%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Siemens Funding BV                                     | Siemens Funding BV                                                               | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   2045000 | PA      | $2065437.73   | 0.18%             | 2030-05-28      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4065000 | PA      | $4120921.84   | 0.36%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Sempra                                                 | Sempra                                                                           | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2281900.03   | 0.20%             | 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      | $4082223.95   | 0.35%             | 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      | $5126052.98   | 0.44%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| VICI Properties LP                                     | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    630000 | PA      | $635153.16    | 0.06%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Jackson National Life Global Funding                   | Jackson National Life Global Funding                                             | CUSIP: 46849LUY5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1522032.60   | 0.13%             | 2028-04-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALA Trust                                              | ALA Trust, Series 2025-OANA, Class A                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795000 | PA      | $799224.55    | 0.07%             | 2040-06-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury 2 Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       147 | NC      | $115721.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Equipment Notes                                    | M&T Equipment Notes, Series 2023-1A, Class A3                                    | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2116933 | PA      | $2130159.54   | 0.18%             | 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      | $2214466.88   | 0.19%             | 2028-03-21      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: —       |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2024-P4, Class A3                         | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $955609.94    | 0.08%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                        | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    910000 | PA      | $901669.36    | 0.08%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Take-Two Interactive Software, Inc.                    | Take-Two Interactive Software, Inc.                                              | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    760000 | PA      | $782591.84    | 0.07%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Public Storage Operating Co.                           | Public Storage Operating Co.                                                     | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3217250.26   | 0.28%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                        | Universal Health Services, Inc.                                                  | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1295261.74   | 0.11%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| ARI Fleet Lease Trust                                  | ARI Fleet Lease Trust, Series 2024-A, Class A2                                   | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    463182 | PA      | $465246.80    | 0.04%             | 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      | $2718532.95   | 0.24%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Reliance, Inc.                                         | Reliance, Inc.                                                                   | CUSIP: 759509AF9<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3215511.80   | 0.28%             | 2025-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| 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        |   2030946 | PA      | $2032318.60   | 0.18%             | 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        |   3355000 | PA      | $3443006.72   | 0.30%             | 2030-02-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: —       |
| Affirm Asset Securitization Trust                      | Affirm Asset Securitization Trust, Series 2024-X1, Class A                       | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77461 | PA      | $77524.59     | 0.01%             | 2029-05-15      | Fixed         | 6.27%                 | 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        |   3186318 | PA      | $3206796.95   | 0.28%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                         | DTE Energy Co.                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2533679.37   | 0.22%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust, Series 2023-2, Class B                 | CUSIP: 03065UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5365000 | PA      | $5462602.76   | 0.47%             | 2029-07-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                     | Ryder System, Inc.                                                               | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    855000 | PA      | $867286.38    | 0.08%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2023-3A, Class B                       | CUSIP: 36267PAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2787087 | PA      | $2795081.48   | 0.24%             | 2028-01-18      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                     | Hyatt Hotels Corp.                                                               | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1877878.48   | 0.16%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Cleveland-Cliffs, Inc.                                 | Cleveland-Cliffs, Inc.                                                           | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1073147.51   | 0.09%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Danske Bank A/S                                        | Danske Bank A/S                                                                  | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2825000 | PA      | $2833693.06   | 0.25%             | 2026-09-22      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| 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      | $936073.20    | 0.08%             | 2039-11-17      | Fixed         | 2.03%                 | Yes           |                  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        |   1672153 | PA      | $1681453.50   | 0.15%             | 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      | $3288269.85   | 0.28%             | 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        |   1550000 | PA      | $1562865.62   | 0.14%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                             | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1093072.31   | 0.09%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                               | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $2001482.17   | 0.17%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Solventum Corp.                                        | Solventum Corp.                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $4004277.04   | 0.35%             | 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      | $1405432.20   | 0.12%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31418EKR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3069061 | PA      | $2764335.10   | 0.24%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                             | Flagship Credit Auto Trust, Series 2022-4, Class A3                              | CUSIP: 33843XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221346 | PA      | $221548.86    | 0.02%             | 2027-06-15      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                             | Aviation Capital Group LLC                                                       | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1241616.48   | 0.11%             | 2030-04-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                 | Extra Space Storage LP                                                           | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1043219.54   | 0.09%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2024-3, Class A             | CUSIP: 02490BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    354998 | PA      | $355672.86    | 0.03%             | 2027-11-12      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Syensqo Finance America LLC                            | Syensqo Finance America LLC                                                      | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $3055185.23   | 0.26%             | 2029-06-04      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| SPGN Mortgage Trust                                    | SPGN Mortgage Trust, Series 2022-TFLM, Class D                                   | CUSIP: 78473HAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2880000 | PA      | $2802833.86   | 0.24%             | 2039-02-15      | Floating      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                         | Element Fleet Management Corp.                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1415000 | PA      | $1427434.94   | 0.12%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Capital Corp. II                              | Blue Owl Capital Corp. II                                                        | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    900000 | PA      | $934980.79    | 0.08%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                         | M&T Bank Corp.                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1199547.04   | 0.10%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                     | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4146757.19   | 0.36%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| BMW Vehicle Owner Trust                                | BMW Vehicle Owner Trust, Series 2023-A, Class A3                                 | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    906663 | PA      | $912050.94    | 0.08%             | 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      | $1550006.17   | 0.13%             | 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        |   2006502 | PA      | $2030518.47   | 0.18%             | 2029-10-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1312165.94   | 0.11%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: —       |
| Stream Innovations Issuer Trust                        | Stream Innovations Issuer Trust, Series 2024-1A, Class A                         | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    261181 | PA      | $271163.97    | 0.02%             | 2044-07-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 112930000 | PA      | $112912354.69 | 9.79%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust                                 | Fifth Third Auto Trust, Series 2023-1, Class A3                                  | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3431784 | PA      | $3458591.81   | 0.30%             | 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      | $1070888.52   | 0.09%             | 2029-10-23      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                   | American Express Co.                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2922864.10   | 0.25%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2023-3, Class C             | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2571912 | PA      | $2586604.48   | 0.22%             | 2029-10-12      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                  | United Mexican States                                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2405000 | PA      | $2433860.00   | 0.21%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  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      | $1696989.65   | 0.15%             | 2028-04-20      | Fixed         | 5.61%                 | 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      | $337800.63    | 0.03%             | 2037-09-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                            | Pinnacle West Capital Corp.                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $4020506.19   | 0.35%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                            | Nationwide Building Society                                                      | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1645000 | PA      | $1686549.06   | 0.15%             | 2027-10-18      | Variable      | 6.56%                 | 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        |   1194236 | PA      | $1206015.28   | 0.10%             | 2037-06-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                 | Truist Financial Corp.                                                           | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1263923.23   | 0.11%             | 2031-05-20      | Variable      | 5.07%                 | 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        |   1515000 | PA      | $1520651.10   | 0.13%             | 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      | $1004586.40   | 0.09%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| HSBC USA, Inc.                                         | HSBC USA, Inc.                                                                   | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    495000 | PA      | $498904.40    | 0.04%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Brex Commercial Charge Card Master Trust               | Brex Commercial Charge Card Master Trust, Series 2024-1, Class A1                | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5625000 | PA      | $5668066.13   | 0.49%             | 2027-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2023-1A, Class A                            | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    788042 | PA      | $804251.58    | 0.07%             | 2038-01-25      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| LYB International Finance III LLC                      | LYB International Finance III LLC                                                | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3231476.37   | 0.28%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  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        |   1179171 | PA      | $1178886.45   | 0.10%             | 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      | $2571066.94   | 0.22%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                     | CNO Global Funding                                                               | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3147859.55   | 0.27%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| CaixaBank SA                                           | CaixaBank SA                                                                     | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   5745000 | PA      | $5759308.78   | 0.50%             | 2029-07-03      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                | Carmax Auto Owner Trust, Series 2023-2, Class A3                                 | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4102194 | PA      | $4116914.30   | 0.36%             | 2028-01-18      | Fixed         | 5.05%                 | 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      | $616834.38    | 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      | $2238578.81   | 0.19%             | 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      | $1145990.10   | 0.10%             | 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        |   1500000 | PA      | $1502351.40   | 0.13%             | 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        |    707805 | PA      | $709532.22    | 0.06%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                | Nissan Auto Lease Trust, Series 2023-B, Class A3                                 | CUSIP: 65473FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575219 | PA      | $575970.36    | 0.05%             | 2026-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                         | Illumina, Inc.                                                                   | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2588072.12   | 0.22%             | 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      | $2915343.93   | 0.25%             | 2029-10-15      | Fixed         | 4.55%                 | 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        |    535085 | PA      | $539396.68    | 0.05%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                   | FS KKR Capital Corp.                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1161974.05   | 0.10%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Jackson National Life Global Funding                   | Jackson National Life Global Funding                                             | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1343347.53   | 0.12%             | 2028-06-05      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2023-5YR3, Class A3                                                | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520000 | PA      | $1610935.06   | 0.14%             | 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      | $213564.29    | 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      | $2860699.10   | 0.25%             | 2027-02-26      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                     | GS Mortgage Securities Corp. Trust, Series 2012-BWTR, Class A                    | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    976150 | PA      | $842114.06    | 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      | $2122571.49   | 0.18%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2020-BID, Class A                                   | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $825000.00    | 0.07%             | 2037-10-15      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| United Airlines, Inc.                                  | United Airlines, Inc.                                                            | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    255000 | PA      | $247519.63    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Ares Capital Corp.                                     | Ares Capital Corp.                                                               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1170083.27   | 0.10%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                            | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    720000 | PA      | $739476.72    | 0.06%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust, Series 2018-3, Class A1                               | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237632 | PA      | $232889.83    | 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      | $973389.93    | 0.08%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                            | Stellantis Finance US, Inc.                                                      | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3258895.26   | 0.28%             | 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        |   1046486 | PA      | $1045732.89   | 0.09%             | 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      | $1669401.31   | 0.14%             | 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        |   2545000 | PA      | $2640776.49   | 0.23%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Raizen Fuels Finance SA                                | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1830000 | PA      | $1816275.00   | 0.16%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp.                                             | GATX Corp.                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1510606.63   | 0.13%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust, Series 2023-C, Class A3                          | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1360000 | PA      | $1374824.68   | 0.12%             | 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        |   2290000 | PA      | $2257670.67   | 0.20%             | 2027-09-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: —       |
| Delta Air Lines, Inc.                                  | Delta Air Lines, Inc.                                                            | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    825000 | PA      | $830295.68    | 0.07%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                               | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1886119.31   | 0.16%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| USAA Capital Corp.                                     | USAA Capital Corp.                                                               | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   5835000 | PA      | $5874365.94   | 0.51%             | 2028-06-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                 | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4150000 | PA      | $4222847.07   | 0.37%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                 | Sammons Financial Group Global Funding                                           | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2704365.94   | 0.23%             | 2030-06-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Antares Holdings LP                                    | Antares Holdings LP                                                              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    687000 | PA      | $660569.37    | 0.06%             | 2027-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                     | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    865000 | PA      | $873800.76    | 0.08%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Air Canada                                             | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $588989.97    | 0.05%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| 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        |    685000 | PA      | $685289.21    | 0.06%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                       | Principal Life Global Funding II                                                 | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   4145000 | PA      | $4193138.04   | 0.36%             | 2028-01-09      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| NiSource, Inc.                                         | NiSource, Inc.                                                                   | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3210082.44   | 0.28%             | 2025-08-15      | Fixed         | 0.95%                 | 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      | $1496208.15   | 0.13%             | 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      | $1121380.92   | 0.10%             | 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      | $2330432.72   | 0.20%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                           | Ecolab, Inc.                                                                     | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1102627.18   | 0.10%             | 2028-06-15      | Fixed         | 4.30%                 | 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        |    745000 | PA      | $747137.48    | 0.06%             | 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        |   2575000 | PA      | $2608588.56   | 0.23%             | 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      | $5916635.31   | 0.51%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                            | Tricon American Homes Trust, Series 2019-SFR1, Class E                           | CUSIP: 89612LAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1976632.80   | 0.17%             | 2038-03-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                   | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5765000 | PA      | $5808281.78   | 0.50%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                          | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    895000 | PA      | $899043.45    | 0.08%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury 10 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -247 | NC      | $-379094.38   | -0.03%            |  |  |  | No            |                  1 | 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        |   2255000 | PA      | $2274146.75   | 0.20%             | 2028-08-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Fortitude Group Holdings LLC                           | Fortitude Group Holdings LLC                                                     | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    670000 | PA      | $689302.45    | 0.06%             | 2030-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Lennar Corp.                                           | Lennar Corp.                                                                     | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1543491.18   | 0.13%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Citadel Securities Global Holdings LLC                 | Citadel Securities Global Holdings LLC                                           | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    555000 | PA      | $561593.93    | 0.05%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                 | Hercules Capital, Inc.                                                           | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    665000 | PA      | $644001.33    | 0.06%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                   | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2504612.45   | 0.22%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                        | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503550.47    | 0.04%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2024-4A, Class C                     | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $561245.25    | 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      | $1173310.10   | 0.10%             | 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      | $3395209.65   | 0.29%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: —       |
| Santander Holdings USA, Inc.                           | Santander Holdings USA, Inc.                                                     | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1160001.22   | 0.10%             | 2031-03-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: —       |
| National Bank of Canada                                | National Bank of Canada                                                          | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2880000 | PA      | $2911694.98   | 0.25%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: —       |
| Williams Cos., Inc. (The)                              | Williams Cos., Inc. (The)                                                        | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1491031.20   | 0.13%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2024-3, Class A3                  | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2925000 | PA      | $2939551.58   | 0.25%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2675000 | PA      | $2723651.03   | 0.24%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: —       |
| Golub Capital BDC, Inc.                                | Golub Capital BDC, Inc.                                                          | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    595000 | PA      | $579033.91    | 0.05%             | 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        |   2060000 | PA      | $2093500.87   | 0.18%             | 2029-01-09      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2023-2A, Class B                     | CUSIP: 30168CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    508455 | PA      | $508786.90    | 0.04%             | 2027-09-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| New Mountain Finance Corp.                             | New Mountain Finance Corp.                                                       | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    575000 | PA      | $585283.52    | 0.05%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables Owner Trust, Series 2024-D, Class A3                     | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1255272.38   | 0.11%             | 2029-06-15      | Fixed         | 4.40%                 | 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        |   2254448 | PA      | $2266774.29   | 0.20%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| 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      | $931788.02    | 0.08%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                  | Saudi Arabian Oil Co.                                                            | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |   3745000 | PA      | $3763301.40   | 0.33%             | 2030-06-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Commonwealth Bank of Australia                         | Commonwealth Bank of Australia                                                   | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2890000 | PA      | $2918588.72   | 0.25%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: —       |
| 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      | $665326.25    | 0.06%             | 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      | $2167574.95   | 0.19%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                               | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAQ6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   3100000 | PA      | $3159004.22   | 0.27%             | 2027-05-28      | Fixed         | 5.12%                 | Yes           |                  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      | $1176387.90   | 0.10%             | 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      | $1241553.54   | 0.11%             | 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      | $1430828.51   | 0.12%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| 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        |    975000 | PA      | $985398.38    | 0.09%             | 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        |   1166148 | PA      | $1168712.91   | 0.10%             | 2028-01-18      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| International Game Technology plc                      | International Game Technology plc                                                | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1748911.33   | 0.15%             | 2026-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SiriusPoint Ltd.                                       | SiriusPoint Ltd.                                                                 | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |   1685000 | PA      | $1773877.85   | 0.15%             | 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      | $2990711.59   | 0.26%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| 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      | $5989674.84   | 0.52%             | 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      | $5793555.66   | 0.50%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | Goldman Sachs Bank USA                                                           | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   5410000 | PA      | $5454648.95   | 0.47%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $4206109.10   | 0.36%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2241242 | PA      | $2047649.46   | 0.18%             | 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        |   1753701 | PA      | $1767374.72   | 0.15%             | 2028-08-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Ziply Fiber Issuer LLC                                 | Ziply Fiber Issuer LLC, Series 2024-1A, Class A2                                 | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2985000 | PA      | $3065284.56   | 0.27%             | 2054-04-20      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                    | Wells Fargo Bank NA                                                              | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2891096.72   | 0.25%             | 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      | $1843398.82   | 0.16%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: —       |
| Essent Group Ltd.                                      | Essent Group Ltd.                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   1125000 | PA      | $1165141.00   | 0.10%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                       | Omega Healthcare Investors, Inc.                                                 | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2096702.29   | 0.18%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                    | EOG Resources, Inc.                                                              | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3806853.98   | 0.33%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                            | Toll Brothers Finance Corp.                                                      | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $927330.11    | 0.08%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                      | Xcel Energy, Inc.                                                                | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353397.85    | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                   | Caterpillar Financial Services Corp.                                             | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4371747.38   | 0.38%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2025-2, Class C             | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030000 | PA      | $1037370.78   | 0.09%             | 2031-03-12      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                    | Brown & Brown, Inc.                                                              | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1956366.07   | 0.17%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Capital Power US Holdings, Inc.                        | Capital Power US Holdings, Inc.                                                  | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $557450.05    | 0.05%             | 2028-06-01      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                      | Affirm Asset Securitization Trust, Series 2024-A, Class 1A                       | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4315000 | PA      | $4334625.91   | 0.38%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Trust LLC                                | SCF Equipment Trust LLC, Series 2025-1A, Class A2                                | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $826729.61    | 0.07%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Analog Devices, Inc.                                   | Analog Devices, Inc.                                                             | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3079145.13   | 0.27%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  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        |    479248 | PA      | $490856.22    | 0.04%             | 2035-04-17      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                         | Citizens Financial Group, Inc.                                                   | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1251543.21   | 0.11%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  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        |   1170000 | PA      | $1179213.05   | 0.10%             | 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        |   2219976 | PA      | $2223319.80   | 0.19%             | 2059-10-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | FNMA                                                                             | CUSIP: 31410DWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24775 | PA      | $25218.71     | 0.00%             | 2036-08-01      | Variable      | 7.31%                 | 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        |   1060000 | PA      | $1062355.74   | 0.09%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Cummins, Inc.                                          | Cummins, Inc.                                                                    | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2430957.64   | 0.21%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                                  | Huntington Auto Trust, Series 2024-1A, Class A3                                  | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2050000 | PA      | $2068084.08   | 0.18%             | 2029-01-16      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                        | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1538479.27   | 0.13%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                            | Volkswagen Auto Lease Trust, Series 2023-A, Class A3                             | CUSIP: 92867UAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4261645 | PA      | $4280131.40   | 0.37%             | 2026-10-20      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                              | SCF Equipment Leasing LLC, Series 2024-1A, Class A2                              | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    794989 | PA      | $800400.74    | 0.07%             | 2029-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    980000 | PA      | $991099.67    | 0.09%             | 2027-11-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: —       |
| N/A                                                    | U.S. Treasury 5 Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -119 | NC      | $-117083.35   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                   | FNMA                                                                             | CUSIP: 31403FFL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120344 | PA      | $122991.36    | 0.01%             | 2034-07-01      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                         | Atlas Warehouse Lending Co. LP                                                   | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $3047769.45   | 0.26%             | 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        |   5945000 | PA      | $5973654.31   | 0.52%             | 2027-07-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust              | Navient Private Education Refi Loan Trust, Series 2023-A, Class A                | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2311095 | PA      | $2361731.16   | 0.20%             | 2071-10-15      | Fixed         | 5.51%                 | 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      | $2154226.91   | 0.19%             | 2028-02-16      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                  | Mission Lane Credit Card Master Trust, Series 2024-B, Class A                    | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1355000 | PA      | $1365770.90   | 0.12%             | 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      | $3412333.42   | 0.30%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                              | DLLMT LLC, Series 2023-1A, Class A3                                              | CUSIP: 232989AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5287094 | PA      | $5306805.75   | 0.46%             | 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      | $1199785.38   | 0.10%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                     | Ralph Lauren Corp.                                                               | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    765000 | PA      | $776386.37    | 0.07%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Public Storage Operating Co.                           | Public Storage Operating Co.                                                     | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   6145000 | PA      | $6167124.09   | 0.53%             | 2027-04-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                  | Nomura Holdings, Inc.                                                            | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1410000 | PA      | $1414810.17   | 0.12%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2400560.13   | 0.21%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE INSURANCE COMPANY                    | Treasury Repurchase Agreement                                                    | CUSIP: N/A<br>LEI: 549300H7EXFMRS487544       | Long             | RA               | CORP              | US        |   7000000 | PA      | $7000000.00   | 0.61%             |  |  |  | No            |                  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        |   1931538 | PA      | $1937045.64   | 0.17%             | 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      | $2470751.77   | 0.21%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                | GA Global Funding Trust                                                          | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3108859.37   | 0.27%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| ASB Bank Ltd.                                          | ASB Bank Ltd.                                                                    | CUSIP: 00216LAG8<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |   4110000 | PA      | $4149427.72   | 0.36%             | 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      | $1502791.25   | 0.13%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                     | ITC Holdings Corp.                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   4180000 | PA      | $4224964.64   | 0.37%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: —       |
| MVW LLC                                                | MVW LLC, Series 2024-1A, Class A                                                 | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815024 | PA      | $829710.19    | 0.07%             | 2043-02-20      | Fixed         | 5.32%                 | 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      | $1067052.00   | 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      | $805919.81    | 0.07%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                             | Ares Strategic Income Fund                                                       | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1189536.80   | 0.10%             | 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      | $4022666.97   | 0.35%             | 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        |   4050000 | PA      | $4054349.38   | 0.35%             | 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      | $5320823.24   | 0.46%             | 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      | $4496464.37   | 0.39%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | UMBS                                                                             | CUSIP: 3140JHAG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2355351 | PA      | $2226709.02   | 0.19%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                              | Corebridge Global Funding                                                        | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3121955.56   | 0.27%             | 2027-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                       | AutoNation, Inc.                                                                 | CUSIP: 05329WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $464784.23    | 0.04%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CNH Industrial Capital LLC                             | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2928144.06   | 0.25%             | 2027-10-08      | Fixed         | 4.50%                 | 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      | $571065.96    | 0.05%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  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      | $1642050.28   | 0.14%             | 2029-01-16      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                        | Hertz Vehicle Financing III LLC, Series 2024-1A, Class A                         | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1540000 | PA      | $1563440.03   | 0.14%             | 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      | $2376980.78   | 0.21%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: —       |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                     | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2405000 | PA      | $2408695.35   | 0.21%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BANK5                                                  | BANK5, Series 2023-5YR4, Class A3                                                | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    562649 | PA      | $593138.04    | 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      | $2917024.70   | 0.25%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: —       |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust, Series 2024-2A, Class A3                             | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1910000 | PA      | $1924559.55   | 0.17%             | 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      | $575622.97    | 0.05%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                               | Marathon Petroleum Corp.                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1778090.14   | 0.15%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| New Economy Assets Phase 1 Sponsor LLC                 | New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1                  | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2350000 | PA      | $2212496.57   | 0.19%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                   | Honda Motor Co. Ltd.                                                             | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   5750000 | PA      | $5756596.46   | 0.50%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                     | GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class A                    | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1825000 | PA      | $1813803.99   | 0.16%             | 2038-09-10      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Ameren Corp.                                           | Ameren Corp.                                                                     | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $4241929.01   | 0.37%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                             | Microchip Technology, Inc.                                                       | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $4185487.01   | 0.36%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Volkswagen Group of America Finance LLC                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2868805.57   | 0.25%             | 2030-03-27      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: —       |
| Wheels Fleet Lease Funding 1 LLC                       | Wheels Fleet Lease Funding 1 LLC, Series 2023-1A, Class A                        | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   2763629 | PA      | $2781706.21   | 0.24%             | 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      | $1203260.17   | 0.10%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: —       |
| FHLMC                                                  | FHLMC                                                                            | CUSIP: 3128S4WH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64572 | PA      | $66433.91     | 0.01%             | 2037-06-01      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust                                            | SCOTT Trust, Series 2023-SFS, Class A                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $117947.52    | 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      | $3968820.86   | 0.34%             | 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      | $1482945.56   | 0.13%             | 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      | $1311777.80   | 0.11%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust, Series 2025-1A, Class A3                             | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1862115.84   | 0.16%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                          | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    960000 | PA      | $972294.88    | 0.08%             | 2032-06-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust, Series 2023-3A, Class A3                             | CUSIP: 50168BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525734 | PA      | $1529875.57   | 0.13%             | 2027-09-15      | Fixed         | 6.12%                 | 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        |    542872 | PA      | $544485.68    | 0.05%             | 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      | $1966802.45   | 0.17%             | 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        |   1192488 | PA      | $1216812.69   | 0.11%             | 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        |    513835 | PA      | $515508.46    | 0.04%             | 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      | $5361056.60   | 0.46%             | 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      | $638253.99    | 0.06%             | 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      | $1748716.39   | 0.15%             | 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      | $4925888.92   | 0.43%             | 2027-04-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                   | Conagra Brands, Inc.                                                             | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $4166419.70   | 0.36%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                      | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5795000 | PA      | $5837689.10   | 0.51%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: —       |
| 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      | $1439154.86   | 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      | $706797.13    | 0.06%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                         | McKesson Corp.                                                                   | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   5795000 | PA      | $5842213.43   | 0.51%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| IQVIA, Inc.                                            | IQVIA, Inc.                                                                      | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1353470.55   | 0.12%             | 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      | $1130523.62   | 0.10%             | 2028-12-12      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                         | VStrong Auto Receivables Trust, Series 2023-A, Class A3                          | CUSIP: 92920CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3411926 | PA      | $3419552.84   | 0.30%             | 2027-11-15      | Fixed         | 6.87%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2025-1A, Class A2                      | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1819765 | PA      | $1823824.07   | 0.16%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                 | Standard Chartered plc                                                           | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2670000 | PA      | $2709202.33   | 0.23%             | 2031-05-13      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                           | American Honda Finance Corp.                                                     | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $4117089.51   | 0.36%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| 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      | $4883349.89   | 0.42%             | 2028-09-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                     | Nationstar Mortgage Holdings, Inc.                                               | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1588360.97   | 0.14%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                         | Element Fleet Management Corp.                                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   3045000 | PA      | $3092357.45   | 0.27%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: —       |
| CANTOR FITZGERAL & CO                                  | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: 5493004J7H4GCPG6OB62       | Long             | RA               | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                         | Aircastle Ltd.                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1010000 | PA      | $1054458.22   | 0.09%             | 2028-07-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    855000 | PA      | $834822.17    | 0.07%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| BNP Paribas SA                                         | BNP Paribas SA                                                                   | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    645000 | PA      | $657294.16    | 0.06%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                  | Athene Global Funding                                                            | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4706280.21   | 0.41%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                             | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611675.33    | 0.05%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3105000 | PA      | $3138400.27   | 0.27%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2023-2A, Class B                       | CUSIP: 379928AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1607847 | PA      | $1609724.03   | 0.14%             | 2027-11-15      | Fixed         | 5.52%                 | Yes           |                  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      | $542416.61    | 0.05%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    855000 | PA      | $891222.02    | 0.08%             | 2028-02-15      | Fixed         | 9.25%                 | 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        |   1080595 | PA      | $1098272.36   | 0.10%             | 2039-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                         | VStrong Auto Receivables Trust, Series 2024-A, Class B                           | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $360272.64    | 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      | $2935272.02   | 0.25%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                | Civitas Resources, Inc.                                                          | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1778689.04   | 0.15%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| California Resources Corp.                             | California Resources Corp.                                                       | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1724481.36   | 0.15%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  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        |   1215000 | PA      | $1227482.18   | 0.11%             | 2029-02-15      | Fixed         | 5.79%                 | 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        |   1110000 | PA      | $1116038.29   | 0.10%             | 2028-04-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                    | Georgia-Pacific LLC                                                              | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2778873.53   | 0.24%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: —       |
| Venture Global Plaquemines LNG LLC                     | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    855000 | PA      | $925470.81    | 0.08%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| BGC Group, Inc.                                        | BGC Group, Inc.                                                                  | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    605000 | PA      | $613411.99    | 0.05%             | 2030-04-02      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2025-1A, Class A                | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $298246.89    | 0.03%             | 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      | $726277.46    | 0.06%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2650863.14   | 0.23%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: —       |
| 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      | $1317796.40   | 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      | $982179.91    | 0.09%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC Multifamily Structured Pass-Through Certificates, Series K531, Class AS    | CUSIP: 3137HHUP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7507384 | PA      | $7512932.08   | 0.65%             | 2029-09-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                 | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1160000 | PA      | $1178783.52   | 0.10%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: —       |
| N/A                                                    | U.S. Treasury 10 Year Ultra Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -112 | NC      | $-141000.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Finance Trust                               | AutoNation Finance Trust, Series 2025-1A, Class A2                               | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1526527.44   | 0.13%             | 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        |   1665000 | PA      | $1675709.11   | 0.15%             | 2028-02-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Lending Partners                          | Sixth Street Lending Partners                                                    | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1336703.17   | 0.12%             | 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        |   1852741 | PA      | $1870791.05   | 0.16%             | 2039-02-18      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2024-1A, Class A3                      | CUSIP: 36269HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    688274 | PA      | $689410.92    | 0.06%             | 2027-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                      | Affirm Asset Securitization Trust, Series 2024-X2, Class A                       | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390210 | PA      | $390404.29    | 0.03%             | 2029-12-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC, Series 2024-1A, Class A1                              | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    663781 | PA      | $670433.58    | 0.06%             | 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        |   4045000 | PA      | $4053292.25   | 0.35%             | 2028-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                               | Advance Auto Parts, Inc.                                                         | CUSIP: 00751YAH9<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1164767.00   | 0.10%             | 2026-03-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing LLC, Series 2024-1, Class A2                          | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1393751 | PA      | $1403763.81   | 0.12%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance plc                            | Imperial Brands Finance plc                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1460000 | PA      | $1459825.41   | 0.13%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                            | Citibank NA                                                                      | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   6180000 | PA      | $6217593.13   | 0.54%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                             | RALI Trust, Series 2003-QS20, Class CB                                           | CUSIP: 76110HMB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4559 | PA      | $0.00         | 0.00%             | 2018-11-25      | Fixed         | 5.00%                 | No            |                  3 | 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      | $1162055.68   | 0.10%             | 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        |   1461655 | PA      | $1465253.67   | 0.13%             | 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      | $436310.32    | 0.04%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                           | Target Corp.                                                                     | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    705000 | PA      | $709237.42    | 0.06%             | 2028-06-15      | Fixed         | 4.35%                 | 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      | $2672209.71   | 0.23%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                               | Motorola Solutions, Inc.                                                         | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1829501.14   | 0.16%             | 2030-08-15      | Fixed         | 4.85%                 | 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        |     76624 | PA      | $73683.60     | 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      | $1017287.34   | 0.09%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust, Series 2023-3, Class A3                            | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4932442 | PA      | $4959396.86   | 0.43%             | 2029-04-23      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| SPGN Mortgage Trust                                    | SPGN Mortgage Trust, Series 2022-TFLM, Class C                                   | CUSIP: 78473HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1270000 | PA      | $1243471.35   | 0.11%             | 2039-02-15      | Floating      | 6.96%                 | 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      | $1365829.84   | 0.12%             | 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      | $2216272.50   | 0.19%             | 2039-04-17      | Fixed         | 4.75%                 | 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        |   1725000 | PA      | $1725721.57   | 0.15%             | 2027-12-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                            | CUSIP: 3128JN3K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83150 | PA      | $85273.30     | 0.01%             | 2037-10-01      | Variable      | 7.57%                 | 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      | $1664479.69   | 0.14%             | 2029-07-15      | Floating      | 5.80%                 | 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        |   1719442 | PA      | $1727269.63   | 0.15%             | 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        |   1965000 | PA      | $2008230.00   | 0.17%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                 | Chase Auto Owner Trust, Series 2024-5A, Class A3                                 | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1760000 | PA      | $1758107.47   | 0.15%             | 2029-08-27      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                           | Mizuho Financial Group, Inc.                                                     | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   4110000 | PA      | $4109480.04   | 0.36%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                            | Merchants Fleet Funding LLC, Series 2023-1A, Class A                             | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   2528409 | PA      | $2549138.27   | 0.22%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2025-1A, Class A                       | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $636681.53    | 0.06%             | 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      | $2219306.70   | 0.19%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: —       |
| Eleven Madison Mortgage Trust                          | Eleven Madison Mortgage Trust, Series 2015-11MD, Class A                         | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2025000 | PA      | $1998844.49   | 0.17%             | 2035-09-10      | Variable      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                       | ABN AMRO Bank NV                                                                 | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $1839198.96   | 0.16%             | 2027-09-18      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                     | F&G Global Funding                                                               | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3091761.90   | 0.27%             | 2027-06-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Public Service Co. of New Hampshire                    | Public Service Co. of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2322199.34   | 0.20%             | 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      | $584667.72    | 0.05%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| CANTOR FITZGERAL & CO                                  | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: 5493004J7H4GCPG6OB62       | Long             | RA               | CORP              | US        |   7395376 | PA      | $7395376.50   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class A3           | CUSIP: 108056AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1549710 | PA      | $1553233.07   | 0.13%             | 2027-11-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                        | Republic Finance Issuance Trust, Series 2024-A, Class A                          | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    960000 | PA      | $974026.08    | 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      | $1721001.63   | 0.15%             | 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        |   1251662 | PA      | $1258430.60   | 0.11%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                  | FirstEnergy Pennsylvania Electric Co.                                            | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $811840.64    | 0.07%             | 2026-03-30      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                        | CarMax Select Receivables Trust, Series 2025-A, Class A3                         | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2975000 | PA      | $2995119.33   | 0.26%             | 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        |    262360 | PA      | $264670.27    | 0.02%             | 2031-04-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3345459 | PA      | $3117187.95   | 0.27%             | 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      | $1994540.72   | 0.17%             | 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      | $666965.75    | 0.06%             | 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        |   2640000 | PA      | $2654730.14   | 0.23%             | 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      | $1392074.87   | 0.12%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| National Australia Bank Ltd.                           | National Australia Bank Ltd.                                                     | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   4120000 | PA      | $4145320.53   | 0.36%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   4095000 | PA      | $4164287.40   | 0.36%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2869051.07   | 0.25%             | 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      | $1252530.28   | 0.11%             | 2036-07-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                             | Warnermedia Holdings, Inc.                                                       | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1168041.94   | 0.10%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                                     | Smith & Nephew plc                                                               | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   3040000 | PA      | $3076343.32   | 0.27%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                      | Rocket Cos., Inc.                                                                | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3092756.05   | 0.27%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2025-BMS, Class A | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1245000 | PA      | $1238775.00   | 0.11%             | 2042-01-15      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2923717.98   | 0.25%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: —       |
| Canadian Natural Resources Ltd.                        | Canadian Natural Resources Ltd.                                                  | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   4260000 | PA      | $4298389.88   | 0.37%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| 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        |   3200000 | PA      | $3239890.56   | 0.28%             | 2028-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                    | Amcor Flexibles North America, Inc.                                              | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2647959.67   | 0.23%             | 2028-03-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                              | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10075000 | PA      | $10134033.25  | 0.88%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2025-2A, Class A3                    | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2475000 | PA      | $2480763.53   | 0.22%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2085000 | PA      | $2095891.75   | 0.18%             | 2028-01-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corp.                                         | Amphenol Corp.                                                                   | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $4475951.87   | 0.39%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                                | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $3049783.24   | 0.26%             | 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      | $1425262.50   | 0.12%             | 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      | $4140786.55   | 0.36%             | 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      | $1143604.83   | 0.10%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                   | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | Long             | RA               | CORP              | US        |   9000000 | PA      | $9000000.00   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3178736.91   | 0.28%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Crockett Partners Equipment Co. IIA LLC                | Crockett Partners Equipment Co. IIA LLC, Series 2024-1C, Class A                 | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2379167 | PA      | $2403477.69   | 0.21%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust, Series 2024-2A, Class A2                               | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2535993 | PA      | $2558553.84   | 0.22%             | 2032-07-20      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CGI, Inc.                                              | CGI, Inc.                                                                        | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   2545000 | PA      | $2570299.46   | 0.22%             | 2030-03-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2024-2A, Class A2                      | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    599647 | PA      | $605308.57    | 0.05%             | 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        |   1390000 | PA      | $1430799.28   | 0.12%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                            | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2215907.40   | 0.19%             | 2032-03-15      | Fixed         | 6.75%                 | 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        |   1899566 | PA      | $1914613.62   | 0.17%             | 2041-06-20      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| PERSHING LLC                                           | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: ZI8Q1A8EI8LQFJNM0D94       | Long             | RA               | CORP              | US        |  23000000 | PA      | $23000000.00  | 1.99%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                 | WEC Energy Group, Inc.                                                           | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1457928.98   | 0.13%             | 2026-09-12      | Fixed         | 5.60%                 | 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        |   3195000 | PA      | $3231742.18   | 0.28%             | 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      | $2029359.02   | 0.18%             | 2028-01-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2025-3A, Class A2                      | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $840000.25    | 0.07%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| NiSource, Inc.                                         | NiSource, Inc.                                                                   | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2903623.98   | 0.25%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| United States of America                               | U.S. Treasury Notes                                                              | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24915000 | PA      | $25044441.15  | 2.17%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust, Series 2023-1A, Class A3              | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3841445 | PA      | $3866798.95   | 0.34%             | 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      | $326800.00    | 0.03%             | 2033-03-05      | Variable      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                | Golub Capital BDC, Inc.                                                          | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    585000 | PA      | $592943.38    | 0.05%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                               | BHG Securitization Trust, Series 2023-B, Class A                                 | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    959125 | PA      | $994296.18    | 0.09%             | 2036-12-17      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                       | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2929390.72   | 0.25%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                       | Harley-Davidson Motorcycle Trust, Series 2024-A, Class A3                        | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3415000 | PA      | $3451284.03   | 0.30%             | 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      | $1353204.90   | 0.12%             | 2034-04-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                | Pricoa Global Funding I                                                          | CUSIP: 74153WCR8<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2997535.11   | 0.26%             | 2025-08-28      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp.                                     | Atmos Energy Corp.                                                               | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    900000 | PA      | $910520.25    | 0.08%             | 2035-08-15      | Fixed         | 5.20%                 | 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        |   1590000 | PA      | $1606428.99   | 0.14%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                       | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3285212.08   | 0.28%             | 2028-05-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                             | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2575157.92   | 0.22%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: —       |
| Main Street Capital Corp.                              | Main Street Capital Corp.                                                        | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    655000 | PA      | $669686.08    | 0.06%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                               | John Deere Capital Corp.                                                         | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2847359.20   | 0.25%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                      | Affirm Asset Securitization Trust, Series 2023-B, Class A                        | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2107533.54   | 0.18%             | 2028-09-15      | Fixed         | 6.82%                 | 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      | $1264442.25   | 0.11%             | 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      | $2082588.53   | 0.18%             | 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      | $777723.81    | 0.07%             | 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      | $1054670.31   | 0.09%             | 2039-12-15      | Floating      | 5.55%                 | 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        |    470524 | PA      | $470646.54    | 0.04%             | 2027-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                         | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1375000 | PA      | $1387391.45   | 0.12%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                   | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3420000 | PA      | $3437463.55   | 0.30%             | 2029-05-09      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                   | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $3102909.18   | 0.27%             | 2027-04-09      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                  | NextGear Floorplan Master Owner Trust, Series 2024-1A, Class A2                  | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1915000 | PA      | $1941042.28   | 0.17%             | 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        |    530277 | PA      | $532829.57    | 0.05%             | 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      | $2998648.78   | 0.26%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                              | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1154174.32   | 0.10%             | 2032-03-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                | Carmax Auto Owner Trust, Series 2025-2, Class A2A                                | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1720000 | PA      | $1725678.92   | 0.15%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | Treasury Repurchase Agreement                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |   5000000 | PA      | $5000000.00   | 0.43%             |  |  |  | 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      | $2529878.84   | 0.22%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                     | Morgan Stanley Direct Lending Fund                                               | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    805000 | PA      | $809693.01    | 0.07%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Sitios Latinoamerica SAB de CV                         | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   1420000 | PA      | $1445900.80   | 0.13%             | 2029-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| APA Corp.                                              | APA Corp.                                                                        | CUSIP: 03743QAQ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1730988.77   | 0.15%             | 2035-02-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                   | Ladder Capital Finance Holdings LLLP                                             | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    895000 | PA      | $900771.14    | 0.08%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | UMBS                                                                             | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2878114 | PA      | $2839740.98   | 0.25%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                          | Navient Corp.                                                                    | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2698796.94   | 0.23%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| 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        |    921766 | PA      | $928804.65    | 0.08%             | 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      | $1399111.77   | 0.12%             | 2026-09-12      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: —       |
| TTX Co.                                                | TTX Co.                                                                          | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $4015968.09   | 0.35%             | 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        |   2395000 | PA      | $2422653.87   | 0.21%             | 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      | $1680345.39   | 0.15%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Main Street Capital Corp.                              | Main Street Capital Corp.                                                        | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1228790.74   | 0.11%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust, Series 2024-A, Class A3                                   | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1267156 | PA      | $1270287.22   | 0.11%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Bank                                         | Synchrony Bank                                                                   | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2504491.66   | 0.22%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                    | General Mills, Inc.                                                              | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2187602.65   | 0.19%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC, Series 2023-1A, Class A1                              | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   2866739 | PA      | $2880948.91   | 0.25%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| MSD Investment Corp.                                   | MSD Investment Corp.                                                             | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    535000 | PA      | $529188.44    | 0.05%             | 2030-05-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer